+1,298.9%
COHR vs CMI
+516.5%
+782.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.1% |
| 7D | +8.3% | -0.7% | +9.1% | +9.0% |
| 30D | -14.1% | -12.4% | -1.7% | -3.5% |
| 3M | -16.0% | -14.8% | -1.2% | -1.8% |
| 6M | +21.5% | +0.8% | +20.7% | +26.0% |
| YTD | +65.4% | +10.2% | +55.3% | +59.8% |
| 1Y | +195.0% | +37.4% | +157.6% | +143.4% |
| 3Y | +830.2% | +153.3% | +676.9% | +414.8% |
| 5Y | +397.1% | +167.6% | +229.5% | +163.5% |
| All | +1,298.9% | +516.5% | +782.4% | +335.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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