+65,045.6%
COHR vs CRS
+9,476.5%
+55,569.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.6% |
| 7D | +8.3% | -6.8% | +15.1% | +11.1% |
| 30D | -14.1% | -16.1% | +2.0% | -8.3% |
| 3M | -16.0% | -21.2% | +5.2% | -7.5% |
| 6M | +21.5% | +8.7% | +12.8% | +18.7% |
| YTD | +65.4% | +41.0% | +24.5% | +47.3% |
| 1Y | +195.0% | +82.7% | +112.3% | +137.3% |
| 3Y | +830.2% | +604.8% | +225.4% | +363.8% |
| 5Y | +397.1% | +1,384.7% | -987.6% | +85.4% |
| 10Y | +1,317.7% | +1,362.3% | -44.6% | +373.4% |
| All | +65,045.6% | +9,476.5% | +55,569.1% | +12,493.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling