+195.0%
COHR vs CSGP
-64.8%
+259.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +5.8% |
| 7D | +8.3% | -1.5% | +9.8% | +7.5% |
| 30D | -14.1% | -0.1% | -14.0% | -13.3% |
| 3M | -16.0% | -6.7% | -9.3% | -13.9% |
| 6M | +21.5% | -32.8% | +54.3% | +19.7% |
| YTD | +65.4% | -54.7% | +120.1% | +55.7% |
| 1Y | +195.0% | -65.0% | +260.0% | +179.6% |
| All | +195.0% | -64.8% | +259.8% | +179.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling