+12.5%
COHR vs COO
-28.7%
+41.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.7% | +11.3% | -8.2% |
| 7D | +10.9% | -23.3% | +34.2% | -1.1% |
| 30D | -10.8% | -29.5% | +18.7% | -24.1% |
| 3M | -17.4% | -20.0% | +2.6% | -25.2% |
| 6M | +12.5% | -27.2% | +39.7% | +34.1% |
| All | +12.5% | -28.7% | +41.2% | +34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling