+44.9%
COHR vs CMG
+11.1%
+33.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.8% | -11.8% | -4.3% |
| 7D | -18.6% | +22.5% | -41.1% | -13.6% |
| 30D | -41.5% | +14.1% | -55.6% | -39.0% |
| 3M | -39.7% | +4.1% | -43.8% | -38.8% |
| 6M | -40.9% | +10.1% | -50.9% | -37.7% |
| YTD | +5.7% | -4.9% | +10.6% | +11.3% |
| All | +44.9% | +11.1% | +33.8% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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