+1,298.9%
COHR vs COP
+345.8%
+953.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +8.3% | +2.3% | +6.0% | +7.5% |
| 30D | -14.1% | +8.6% | -22.7% | -16.6% |
| 3M | -16.0% | +19.9% | -35.9% | -21.7% |
| 6M | +21.5% | +19.0% | +2.4% | +12.3% |
| YTD | +65.4% | +50.0% | +15.5% | +39.8% |
| 1Y | +195.0% | +50.5% | +144.5% | +147.9% |
| 3Y | +830.2% | +25.2% | +804.9% | +726.8% |
| 5Y | +397.1% | +194.3% | +202.8% | +212.5% |
| All | +1,298.9% | +345.8% | +953.0% | +680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling