+299.1%
COHR vs CPNG
-76.2%
+375.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.3% |
| 7D | +8.3% | -1.1% | +9.5% | +8.6% |
| 30D | -14.1% | -7.4% | -6.8% | -12.7% |
| 3M | -16.0% | -12.3% | -3.7% | -13.8% |
| 6M | +21.5% | -19.4% | +40.9% | +25.8% |
| YTD | +65.4% | -35.9% | +101.4% | +82.8% |
| 1Y | +195.0% | -53.4% | +248.4% | +255.4% |
| 3Y | +830.2% | -20.0% | +850.2% | +855.5% |
| 5Y | +397.1% | -49.6% | +446.7% | +410.8% |
| All | +299.1% | -76.2% | +375.3% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling