+830.2%
COHR vs CP
+18.6%
+811.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.8% |
| 6M | +21.5% | +7.8% | +13.6% | +13.4% |
| YTD | +65.4% | +21.7% | +43.7% | +40.8% |
| 1Y | +195.0% | +18.6% | +176.4% | +155.1% |
| 3Y | +830.2% | +17.5% | +812.6% | +700.8% |
| All | +830.2% | +18.6% | +811.6% | +700.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling