+195.0%
COHR vs CME
+9.8%
+185.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.6% |
| 7D | +8.3% | -1.6% | +9.9% | +7.1% |
| 30D | -14.1% | +5.6% | -19.7% | -10.1% |
| 3M | -16.0% | +5.6% | -21.6% | -9.1% |
| 6M | +21.5% | -8.3% | +29.7% | +26.3% |
| YTD | +65.4% | +4.3% | +61.1% | +91.1% |
| 1Y | +195.0% | +9.1% | +185.9% | +257.1% |
| All | +195.0% | +9.8% | +185.2% | +257.1% |
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