+1,298.9%
COHR vs D
+36.8%
+1,262.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.3% |
| 7D | +8.3% | -2.2% | +10.6% | +8.8% |
| 30D | -14.1% | -4.5% | -9.7% | -13.4% |
| 3M | -16.0% | -2.5% | -13.5% | -15.8% |
| 6M | +21.5% | +5.5% | +15.9% | +19.7% |
| YTD | +65.4% | +13.3% | +52.2% | +60.6% |
| 1Y | +195.0% | +11.8% | +183.2% | +186.4% |
| 3Y | +830.2% | +56.7% | +773.4% | +713.9% |
| 5Y | +397.1% | +4.3% | +392.8% | +381.8% |
| All | +1,298.9% | +36.8% | +1,262.1% | +1,262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling