+1,298.9%
COHR vs CRS
+1,392.1%
-93.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +8.3% | -6.8% | +15.1% | +11.7% |
| 30D | -14.1% | -16.1% | +2.0% | -6.9% |
| 3M | -16.0% | -21.2% | +5.2% | -5.4% |
| 6M | +21.5% | +8.7% | +12.8% | +18.1% |
| YTD | +65.4% | +41.0% | +24.5% | +43.6% |
| 1Y | +195.0% | +82.7% | +112.3% | +126.3% |
| 3Y | +830.2% | +604.8% | +225.4% | +306.5% |
| 5Y | +397.1% | +1,384.7% | -987.6% | +54.1% |
| All | +1,298.9% | +1,392.1% | -93.2% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling