+26.1%
COHR vs CRM
-11.9%
+38.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.1% | -10.9% | -14.0% |
| 7D | -28.4% | -3.7% | -24.8% | -29.8% |
| 30D | -49.8% | -1.1% | -48.7% | -49.9% |
| 3M | -48.3% | +15.5% | -63.7% | -43.0% |
| 6M | -49.4% | +19.5% | -68.9% | -39.5% |
| YTD | -8.0% | -15.5% | +7.4% | +3.8% |
| 1Y | +26.1% | -11.2% | +37.3% | +45.5% |
| All | +26.1% | -11.9% | +38.0% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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