+51.6%
COHR vs CME
+19.8%
+31.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.4% | -4.7% |
| 7D | -18.6% | +4.8% | -23.4% | -14.7% |
| 30D | -41.5% | +14.2% | -55.7% | -34.0% |
| 3M | -39.7% | +17.9% | -57.7% | -30.0% |
| 6M | -40.9% | +7.2% | -48.1% | -29.8% |
| YTD | +5.7% | +16.7% | -11.0% | +37.3% |
| 1Y | +51.6% | +19.6% | +32.0% | +98.8% |
| All | +51.6% | +19.8% | +31.8% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling