+1,298.9%
COHR vs CMG
+327.5%
+971.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | -2.1% | +10.4% | +9.1% |
| 30D | -14.1% | +10.9% | -25.0% | -17.4% |
| 3M | -16.0% | +15.8% | -31.9% | -21.8% |
| 6M | +21.5% | +6.9% | +14.5% | +15.2% |
| YTD | +65.4% | -2.2% | +67.6% | +61.6% |
| 1Y | +195.0% | -7.1% | +202.1% | +189.6% |
| 3Y | +830.2% | -7.1% | +837.3% | +805.9% |
| 5Y | +397.1% | -4.8% | +401.9% | +365.4% |
| All | +1,298.9% | +327.5% | +971.4% | +787.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling