+195.0%
COHR vs CMS
-2.9%
+197.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +3.9% |
| 7D | +8.3% | -1.9% | +10.3% | +7.7% |
| 30D | -14.1% | -4.1% | -10.0% | -15.2% |
| 3M | -16.0% | -7.1% | -8.9% | -18.9% |
| 6M | +21.5% | -10.1% | +31.5% | +18.4% |
| YTD | +65.4% | -1.7% | +67.2% | +70.0% |
| 1Y | +195.0% | -3.4% | +198.4% | +207.6% |
| All | +195.0% | -2.9% | +197.9% | +207.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling