+1,298.9%
COHR vs CMS
+118.9%
+1,180.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.3% |
| 7D | +8.3% | -1.9% | +10.3% | +8.6% |
| 30D | -14.1% | -4.1% | -10.0% | -13.6% |
| 3M | -16.0% | -7.1% | -8.9% | -15.4% |
| 6M | +21.5% | -10.1% | +31.5% | +22.9% |
| YTD | +65.4% | -1.7% | +67.2% | +65.2% |
| 1Y | +195.0% | -3.4% | +198.4% | +194.8% |
| 3Y | +830.2% | +31.6% | +798.6% | +757.7% |
| 5Y | +397.1% | +23.3% | +373.8% | +360.6% |
| All | +1,298.9% | +118.9% | +1,180.0% | +1,245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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