+35,301.7%
COHR vs COR
+17,012.1%
+18,289.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | +10.9% | -4.8% | +15.7% | +11.8% |
| 30D | -10.8% | -3.7% | -7.1% | -10.4% |
| 3M | -17.4% | +14.3% | -31.7% | -20.1% |
| 6M | +12.5% | -8.5% | +21.0% | +12.9% |
| YTD | +58.8% | -4.4% | +63.2% | +58.3% |
| 1Y | +183.3% | +9.1% | +174.1% | +174.7% |
| 3Y | +783.0% | +85.2% | +697.8% | +655.6% |
| 5Y | +377.2% | +180.7% | +196.6% | +272.6% |
| 10Y | +1,261.0% | +403.7% | +857.3% | +830.8% |
| All | +35,301.7% | +17,012.1% | +18,289.6% | +17,080.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling