+830.2%
COHR vs CRL
+38.6%
+791.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.5% |
| 7D | +8.3% | -3.5% | +11.9% | +9.7% |
| 30D | -14.1% | -2.1% | -12.0% | -13.5% |
| 3M | -16.0% | +48.0% | -64.0% | -28.5% |
| 6M | +21.5% | +64.7% | -43.3% | -2.8% |
| YTD | +65.4% | +39.5% | +26.0% | +41.4% |
| 1Y | +195.0% | +74.2% | +120.8% | +127.8% |
| 3Y | +830.2% | +39.4% | +790.8% | +639.0% |
| All | +830.2% | +38.6% | +791.5% | +639.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling