+393.6%
COHR vs CNP
+67.8%
+325.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -1.4% | +9.8% | +8.7% |
| 30D | -14.1% | -2.9% | -11.2% | -13.6% |
| 3M | -16.0% | -7.5% | -8.5% | -14.8% |
| 6M | +21.5% | -7.9% | +29.4% | +23.0% |
| YTD | +65.4% | +3.7% | +61.7% | +62.2% |
| 1Y | +195.0% | +4.6% | +190.4% | +187.7% |
| 3Y | +830.2% | +49.1% | +781.0% | +693.8% |
| All | +393.6% | +67.8% | +325.7% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 5y: compounded portfolio wealth divided by compounded CNP 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…
5y analysis · Full analysis span regression · 6 months rolling