+21.5%
COHR vs COST
-8.9%
+30.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.5% |
| 7D | +8.3% | -1.2% | +9.5% | +6.7% |
| 30D | -14.1% | -4.7% | -9.4% | -18.8% |
| 3M | -16.0% | -7.1% | -8.9% | -19.3% |
| 6M | +21.5% | -8.5% | +30.0% | +12.1% |
| All | +21.5% | -8.9% | +30.4% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling