+1,298.9%
COHR vs CP
+232.0%
+1,066.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +3.9% |
| 7D | +8.3% | -2.6% | +10.9% | +10.3% |
| 30D | -14.1% | -3.7% | -10.4% | -12.0% |
| 3M | -16.0% | +0.1% | -16.1% | -16.7% |
| 6M | +21.5% | +7.8% | +13.6% | +14.0% |
| YTD | +65.4% | +21.7% | +43.7% | +42.0% |
| 1Y | +195.0% | +18.6% | +176.4% | +156.3% |
| 3Y | +830.2% | +17.5% | +812.6% | +714.4% |
| 5Y | +397.1% | +35.4% | +361.8% | +288.1% |
| All | +1,298.9% | +232.0% | +1,066.9% | +524.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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