+194.8%
COHR vs CRL
+78.8%
+115.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +7.0% |
| 7D | +1.0% | -1.0% | +2.0% | +1.1% |
| 30D | -14.1% | +10.7% | -24.8% | -16.0% |
| 3M | -33.2% | +55.3% | -88.5% | -40.1% |
| 6M | +2.5% | +60.7% | -58.1% | -10.0% |
| YTD | +52.7% | +44.6% | +8.1% | +39.6% |
| 1Y | +194.8% | +77.7% | +117.0% | +147.3% |
| All | +194.8% | +78.8% | +115.9% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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