+195.0%
COHR vs CMG
-6.5%
+201.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +8.3% | -2.1% | +10.4% | +8.1% |
| 30D | -14.1% | +10.9% | -25.0% | -13.1% |
| 3M | -16.0% | +15.8% | -31.9% | -14.9% |
| 6M | +21.5% | +6.9% | +14.5% | +24.4% |
| YTD | +65.4% | -2.2% | +67.6% | +70.3% |
| 1Y | +195.0% | -7.1% | +202.1% | +219.2% |
| All | +195.0% | -6.5% | +201.5% | +219.2% |
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