+830.2%
COHR vs COF
+116.3%
+713.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +8.3% | -5.1% | +13.5% | +11.7% |
| 30D | -14.1% | -6.0% | -8.1% | -11.3% |
| 3M | -16.0% | +14.8% | -30.8% | -23.9% |
| 6M | +21.5% | +15.3% | +6.1% | +8.8% |
| YTD | +65.4% | -13.0% | +78.5% | +76.3% |
| 1Y | +195.0% | -5.7% | +200.7% | +194.5% |
| 3Y | +830.2% | +118.1% | +712.0% | +481.9% |
| All | +830.2% | +116.3% | +713.9% | +481.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 3y: compounded portfolio wealth divided by compounded COF 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…
3y analysis · Full analysis span regression · 6 months rolling