+387.4%
COHR vs CSGP
-66.6%
+454.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.1% |
| 7D | +13.0% | -5.4% | +18.3% | +14.3% |
| 30D | -6.7% | -6.0% | -0.6% | -6.1% |
| 3M | -14.7% | -12.8% | -1.9% | -13.3% |
| 6M | +20.3% | -38.9% | +59.2% | +38.7% |
| YTD | +64.4% | -56.0% | +120.4% | +114.7% |
| 1Y | +205.9% | -66.4% | +272.3% | +353.7% |
| 3Y | +814.1% | -64.2% | +878.3% | +1,187.0% |
| 5Y | +387.4% | -67.0% | +454.4% | +524.5% |
| All | +387.4% | -66.6% | +454.0% | +524.5% |
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