+195.0%
COHR vs CP
+20.2%
+174.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.1% |
| 7D | +8.3% | -2.6% | +10.9% | +8.9% |
| 30D | -14.1% | -3.7% | -10.4% | -13.4% |
| 3M | -16.0% | +0.1% | -16.1% | -16.1% |
| 6M | +21.5% | +7.8% | +13.6% | +18.9% |
| YTD | +65.4% | +21.7% | +43.7% | +71.9% |
| 1Y | +195.0% | +18.6% | +176.4% | +205.4% |
| All | +195.0% | +20.2% | +174.8% | +205.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling