+793.0%
COHR vs D
+60.0%
+733.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +10.9% | -1.6% | +12.5% | +10.8% |
| 30D | -10.8% | -3.5% | -7.3% | -10.9% |
| 3M | -17.4% | -1.6% | -15.8% | -17.5% |
| 6M | +12.5% | +5.8% | +6.7% | +12.6% |
| YTD | +58.8% | +14.5% | +44.4% | +59.2% |
| 1Y | +183.3% | +14.2% | +169.1% | +183.9% |
| All | +793.0% | +60.0% | +733.0% | +706.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling