+64,301.1%
COHR vs CP
+7,629.6%
+56,671.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +7.3% |
| 7D | +11.0% | +2.4% | +8.5% | +9.9% |
| 30D | -20.4% | -0.5% | -19.8% | -20.2% |
| 3M | -24.9% | +1.4% | -26.3% | -25.6% |
| 6M | +28.1% | +10.3% | +17.7% | +22.7% |
| YTD | +63.6% | +24.3% | +39.3% | +49.1% |
| 1Y | +205.9% | +20.4% | +185.5% | +181.5% |
| 3Y | +809.3% | +21.8% | +787.5% | +740.6% |
| 5Y | +397.1% | +31.5% | +365.6% | +345.9% |
| 10Y | +1,238.1% | +223.2% | +1,014.9% | +785.2% |
| All | +64,301.1% | +7,629.6% | +56,671.5% | +27,369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling