+1,243.0%
COHR vs CSGP
+44.2%
+1,198.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +10.9% | -6.9% | +17.8% | +13.7% |
| 30D | -10.8% | -5.2% | -5.5% | -10.3% |
| 3M | -17.4% | -13.8% | -3.5% | -15.7% |
| 6M | +12.5% | -36.3% | +48.8% | +30.0% |
| YTD | +58.8% | -56.1% | +115.0% | +115.2% |
| 1Y | +183.3% | -65.8% | +249.1% | +333.7% |
| 3Y | +783.0% | -64.3% | +847.3% | +1,196.5% |
| 5Y | +377.2% | -67.3% | +444.5% | +610.6% |
| All | +1,243.0% | +44.2% | +1,198.8% | +778.0% |
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