+294.8%
COHR vs COMP
-47.7%
+342.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | +1.0% | +1.4% | -0.4% | +0.6% |
| 30D | -14.1% | -13.3% | -0.8% | -11.9% |
| 3M | -33.2% | +41.1% | -74.3% | -38.6% |
| 6M | +2.5% | +17.2% | -14.6% | -3.1% |
| YTD | +52.7% | +5.2% | +47.5% | +46.3% |
| 1Y | +194.8% | +18.9% | +175.8% | +172.4% |
| 3Y | +650.8% | +215.9% | +434.9% | +430.6% |
| 5Y | +358.4% | -31.2% | +389.6% | +289.9% |
| All | +294.8% | -47.7% | +342.4% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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