+830.2%
COHR vs DBX
+27.0%
+803.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +4.0% |
| 7D | +8.3% | +2.1% | +6.2% | +8.1% |
| 30D | -14.1% | +5.7% | -19.9% | -14.9% |
| 3M | -16.0% | +31.8% | -47.8% | -20.5% |
| 6M | +21.5% | +37.5% | -16.0% | +11.4% |
| YTD | +65.4% | +27.9% | +37.5% | +55.6% |
| 1Y | +195.0% | +15.0% | +180.0% | +188.4% |
| 3Y | +830.2% | +27.2% | +803.0% | +699.1% |
| All | +830.2% | +27.0% | +803.2% | +699.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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