+68,474.2%
COHR vs COF
+5,555.9%
+62,918.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +8.3% | -5.1% | +13.5% | +9.9% |
| 30D | -14.1% | -6.0% | -8.1% | -12.8% |
| 3M | -16.0% | +14.8% | -30.8% | -19.6% |
| 6M | +21.5% | +15.3% | +6.1% | +15.9% |
| YTD | +65.4% | -13.0% | +78.5% | +70.3% |
| 1Y | +195.0% | -5.7% | +200.7% | +196.2% |
| 3Y | +830.2% | +118.1% | +712.0% | +647.2% |
| 5Y | +397.1% | +46.2% | +350.9% | +342.3% |
| 10Y | +1,317.7% | +246.1% | +1,071.6% | +886.0% |
| All | +68,474.2% | +5,555.9% | +62,918.3% | +23,997.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling