+393.6%
COHR vs CTAS
+107.2%
+286.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.5% |
| 7D | +8.3% | +0.5% | +7.8% | +8.1% |
| 30D | -14.1% | -0.7% | -13.4% | -14.0% |
| 3M | -16.0% | +11.1% | -27.1% | -22.8% |
| 6M | +21.5% | +2.1% | +19.3% | +17.3% |
| YTD | +65.4% | +8.0% | +57.5% | +52.0% |
| 1Y | +195.0% | -0.5% | +195.5% | +186.8% |
| 3Y | +830.2% | +66.2% | +763.9% | +486.9% |
| All | +393.6% | +107.2% | +286.3% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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