+4,228.4%
COHR vs CRM
+6,620.2%
-2,391.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.5% |
| 7D | +8.3% | -4.4% | +12.8% | +9.9% |
| 30D | -14.1% | +28.1% | -42.3% | -22.6% |
| 3M | -16.0% | +48.8% | -64.8% | -29.8% |
| 6M | +21.5% | +28.3% | -6.8% | +4.5% |
| YTD | +65.4% | -6.0% | +71.5% | +58.1% |
| 1Y | +195.0% | +1.4% | +193.6% | +172.6% |
| 3Y | +830.2% | +11.8% | +818.3% | +721.6% |
| 5Y | +397.1% | -2.0% | +399.1% | +352.8% |
| 10Y | +1,317.7% | +239.6% | +1,078.1% | +764.5% |
| All | +4,228.4% | +6,620.2% | -2,391.7% | +1,064.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling