+195.0%
COHR vs CPNG
-52.8%
+247.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.6% |
| 7D | +8.3% | -1.1% | +9.5% | +8.5% |
| 30D | -14.1% | -7.4% | -6.8% | -12.9% |
| 3M | -16.0% | -12.3% | -3.7% | -14.6% |
| 6M | +21.5% | -19.4% | +40.9% | +24.6% |
| YTD | +65.4% | -35.9% | +101.4% | +85.5% |
| 1Y | +195.0% | -53.4% | +248.4% | +257.8% |
| All | +195.0% | -52.8% | +247.8% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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