+393.6%
COHR vs COR
+180.1%
+213.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +8.3% | -2.8% | +11.2% | +8.0% |
| 30D | -14.1% | +2.6% | -16.7% | -13.9% |
| 3M | -16.0% | +14.5% | -30.5% | -15.7% |
| 6M | +21.5% | -7.8% | +29.3% | +23.7% |
| YTD | +65.4% | -4.2% | +69.7% | +69.1% |
| 1Y | +195.0% | +7.0% | +188.0% | +203.7% |
| 3Y | +830.2% | +85.5% | +744.6% | +740.6% |
| All | +393.6% | +180.1% | +213.5% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 5y: compounded portfolio wealth divided by compounded COR 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…
5y analysis · Full analysis span regression · 6 months rolling