+233.8%
COHR vs CSGP
-62.5%
+296.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -6.4% |
| 7D | +13.1% | +1.3% | +11.8% | +13.0% |
| 30D | -17.2% | +2.8% | -20.0% | -18.5% |
| 3M | -33.3% | -6.3% | -27.0% | -33.6% |
| 6M | -46.0% | -3.2% | -42.8% | -47.8% |
| YTD | +18.2% | -54.0% | +72.1% | +51.2% |
| 1Y | +55.9% | -54.8% | +110.7% | +100.5% |
| 3Y | +544.7% | -60.6% | +605.2% | +768.6% |
| All | +233.8% | -62.5% | +296.3% | +363.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling