+393.6%
COHR vs CRL
-37.1%
+430.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.3% |
| 7D | +8.3% | -3.5% | +11.9% | +10.0% |
| 30D | -14.1% | -2.1% | -12.0% | -13.4% |
| 3M | -16.0% | +48.0% | -64.0% | -30.3% |
| 6M | +21.5% | +64.7% | -43.3% | -6.0% |
| YTD | +65.4% | +39.5% | +26.0% | +37.6% |
| 1Y | +195.0% | +74.2% | +120.8% | +119.3% |
| 3Y | +830.2% | +39.4% | +790.8% | +614.8% |
| All | +393.6% | -37.1% | +430.7% | +383.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling