+195.0%
COHR vs COO
-20.3%
+215.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.1% |
| 7D | +8.3% | -22.5% | +30.9% | +5.8% |
| 30D | -14.1% | -29.7% | +15.6% | -17.1% |
| 3M | -16.0% | -20.1% | +4.1% | -18.9% |
| 6M | +21.5% | -26.9% | +48.4% | +25.8% |
| YTD | +65.4% | -34.2% | +99.7% | +79.2% |
| 1Y | +195.0% | -21.3% | +216.3% | +200.1% |
| All | +195.0% | -20.3% | +215.3% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling