+65,045.6%
COHR vs CTAS
+23,248.6%
+41,797.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.7% |
| 7D | +8.3% | +0.5% | +7.8% | +8.2% |
| 30D | -14.1% | -0.7% | -13.4% | -14.0% |
| 3M | -16.0% | +11.1% | -27.1% | -20.3% |
| 6M | +21.5% | +2.1% | +19.3% | +18.0% |
| YTD | +65.4% | +8.0% | +57.5% | +57.1% |
| 1Y | +195.0% | -0.5% | +195.5% | +187.3% |
| 3Y | +830.2% | +66.2% | +763.9% | +662.7% |
| 5Y | +397.1% | +109.2% | +287.9% | +279.4% |
| 10Y | +1,317.7% | +689.5% | +628.2% | +635.2% |
| All | +65,045.6% | +23,248.6% | +41,797.0% | +21,398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling