+1,298.9%
COHR vs COST
+611.6%
+687.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +8.3% | -1.2% | +9.5% | +9.1% |
| 30D | -14.1% | -4.7% | -9.4% | -12.2% |
| 3M | -16.0% | -7.1% | -8.9% | -13.9% |
| 6M | +21.5% | -8.5% | +30.0% | +24.5% |
| YTD | +65.4% | +5.4% | +60.1% | +53.7% |
| 1Y | +195.0% | -5.6% | +200.6% | +192.0% |
| 3Y | +830.2% | +68.5% | +761.7% | +510.2% |
| 5Y | +397.1% | +105.2% | +291.9% | +180.0% |
| All | +1,298.9% | +611.6% | +687.2% | +308.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling