+809.3%
COHR vs CSGP
-63.8%
+873.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.2% |
| 7D | +11.0% | -5.1% | +16.1% | +11.2% |
| 30D | -20.4% | +0.3% | -20.7% | -20.8% |
| 3M | -24.9% | -9.1% | -15.8% | -23.9% |
| 6M | +28.1% | -37.3% | +65.4% | +45.2% |
| YTD | +63.6% | -54.9% | +118.4% | +109.2% |
| 1Y | +205.9% | -65.5% | +271.5% | +351.7% |
| 3Y | +809.3% | -63.3% | +872.5% | +1,134.4% |
| All | +809.3% | -63.8% | +873.1% | +1,134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling