+51.6%
COHR vs COST
+12.8%
+38.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.6% | -2.7% |
| 7D | -18.6% | +6.6% | -25.2% | -11.5% |
| 30D | -41.5% | +13.5% | -55.0% | -31.7% |
| 3M | -39.7% | +10.6% | -50.3% | -30.8% |
| 6M | -40.9% | +3.6% | -44.5% | -33.4% |
| YTD | +5.7% | +22.1% | -16.4% | +47.0% |
| 1Y | +51.6% | +11.9% | +39.7% | +78.1% |
| All | +51.6% | +12.8% | +38.8% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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