+195.0%
COHR vs CRCL
-20.7%
+215.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -11.2% | +19.6% | +10.9% |
| 30D | -14.1% | +27.1% | -41.2% | -19.5% |
| 3M | -16.0% | +9.6% | -25.7% | -19.4% |
| 6M | +21.5% | -19.7% | +41.2% | +21.6% |
| YTD | +65.4% | +14.2% | +51.2% | +50.4% |
| 1Y | +195.0% | -32.2% | +227.3% | +195.3% |
| All | +195.0% | -20.7% | +215.7% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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