+1,298.9%
COHR vs CNQ
+426.2%
+872.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.3% |
| 7D | +8.3% | +0.1% | +8.2% | +8.3% |
| 30D | -14.1% | +6.2% | -20.3% | -15.9% |
| 3M | -16.0% | +12.4% | -28.4% | -19.9% |
| 6M | +21.5% | +9.0% | +12.4% | +16.5% |
| YTD | +65.4% | +52.2% | +13.2% | +40.4% |
| 1Y | +195.0% | +65.0% | +130.0% | +142.7% |
| 3Y | +830.2% | +78.8% | +751.3% | +638.2% |
| 5Y | +397.1% | +286.0% | +111.1% | +203.5% |
| All | +1,298.9% | +426.2% | +872.6% | +627.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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