+393.6%
COHR vs COST
+104.4%
+289.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +8.3% | -1.2% | +9.5% | +8.9% |
| 30D | -14.1% | -4.7% | -9.4% | -12.5% |
| 3M | -16.0% | -7.1% | -8.9% | -14.2% |
| 6M | +21.5% | -8.5% | +30.0% | +24.0% |
| YTD | +65.4% | +5.4% | +60.1% | +53.7% |
| 1Y | +195.0% | -5.6% | +200.6% | +191.9% |
| 3Y | +830.2% | +68.5% | +761.7% | +504.3% |
| All | +393.6% | +104.4% | +289.2% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling