+1,298.9%
COHR vs CME
+282.4%
+1,016.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +8.3% | -1.6% | +9.9% | +8.7% |
| 30D | -14.1% | +5.6% | -19.7% | -15.4% |
| 3M | -16.0% | +5.6% | -21.6% | -17.5% |
| 6M | +21.5% | -8.3% | +29.7% | +23.4% |
| YTD | +65.4% | +4.3% | +61.1% | +61.3% |
| 1Y | +195.0% | +9.1% | +185.9% | +182.4% |
| 3Y | +830.2% | +52.1% | +778.1% | +659.5% |
| 5Y | +397.1% | +79.7% | +317.4% | +272.1% |
| All | +1,298.9% | +282.4% | +1,016.4% | +784.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling