+64,301.1%
COHR vs D
+2,361.5%
+61,939.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.9% |
| 7D | +11.0% | +0.8% | +10.2% | +10.7% |
| 30D | -20.4% | -0.7% | -19.6% | -20.2% |
| 3M | -24.9% | +2.1% | -27.0% | -25.6% |
| 6M | +28.1% | +6.8% | +21.2% | +24.7% |
| YTD | +63.6% | +16.5% | +47.0% | +54.8% |
| 1Y | +205.9% | +19.2% | +186.8% | +186.5% |
| 3Y | +809.3% | +61.9% | +747.4% | +650.5% |
| 5Y | +397.1% | +6.5% | +390.5% | +366.1% |
| 10Y | +1,238.1% | +35.3% | +1,202.9% | +1,007.1% |
| All | +64,301.1% | +2,361.5% | +61,939.5% | +24,177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling