+64,301.1%
COHR vs CMS
+460.5%
+63,840.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +7.0% |
| 7D | +11.0% | +1.2% | +9.8% | +10.7% |
| 30D | -20.4% | -3.2% | -17.2% | -19.7% |
| 3M | -24.9% | -2.2% | -22.7% | -24.8% |
| 6M | +28.1% | -9.4% | +37.5% | +30.3% |
| YTD | +63.6% | +0.7% | +62.9% | +62.7% |
| 1Y | +205.9% | +0.4% | +205.6% | +203.8% |
| 3Y | +809.3% | +35.2% | +774.1% | +732.7% |
| 5Y | +397.1% | +24.1% | +373.0% | +359.8% |
| 10Y | +1,238.1% | +115.8% | +1,122.3% | +970.4% |
| All | +64,301.1% | +460.5% | +63,840.6% | +40,432.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling