+657.5%
COHR vs CSGP
+65.8%
+591.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -6.9% |
| 7D | +13.1% | +1.3% | +11.8% | +12.7% |
| 30D | -17.2% | +2.8% | -20.0% | -19.9% |
| 3M | -33.3% | -6.3% | -27.0% | -34.3% |
| 6M | -46.0% | -3.2% | -42.8% | -49.5% |
| YTD | +18.2% | -54.0% | +72.1% | +52.9% |
| 1Y | +55.9% | -54.8% | +110.7% | +102.9% |
| 3Y | +544.7% | -60.6% | +605.2% | +780.4% |
| 5Y | +234.6% | -62.6% | +297.2% | +356.1% |
| All | +657.5% | +65.8% | +591.7% | +303.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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