+283.4%
COHR vs CRCL
+31.3%
+252.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -11.2% | +19.6% | +10.1% |
| 30D | -14.1% | +27.1% | -41.2% | -17.7% |
| 3M | -16.0% | +9.6% | -25.7% | -18.3% |
| 6M | +21.5% | -19.7% | +41.2% | +21.5% |
| YTD | +65.4% | +14.2% | +51.2% | +57.1% |
| 1Y | +195.0% | -32.2% | +227.3% | +188.4% |
| All | +283.4% | +31.3% | +252.1% | +284.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling