+610.2%
COHR vs DBX
+22.6%
+587.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.6% |
| 7D | +8.3% | +2.1% | +6.2% | +7.4% |
| 30D | -14.1% | +5.7% | -19.9% | -16.7% |
| 3M | -16.0% | +31.8% | -47.8% | -26.6% |
| 6M | +21.5% | +37.5% | -16.0% | +1.4% |
| YTD | +65.4% | +27.9% | +37.5% | +41.9% |
| 1Y | +195.0% | +15.0% | +180.0% | +162.7% |
| 3Y | +830.2% | +27.2% | +803.0% | +668.0% |
| 5Y | +397.1% | +12.8% | +384.3% | +325.2% |
| All | +610.2% | +22.6% | +587.5% | +403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling