+1,298.9%
COHR vs DD
+66.6%
+1,232.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +8.3% | -3.5% | +11.8% | +11.1% |
| 30D | -14.1% | -11.7% | -2.5% | -6.0% |
| 3M | -16.0% | -9.2% | -6.8% | -9.6% |
| 6M | +21.5% | -7.2% | +28.6% | +29.4% |
| YTD | +65.4% | +6.6% | +58.8% | +58.4% |
| 1Y | +195.0% | +32.0% | +163.0% | +140.8% |
| 3Y | +830.2% | +42.1% | +788.0% | +617.9% |
| 5Y | +397.1% | +58.1% | +339.0% | +257.1% |
| All | +1,298.9% | +66.6% | +1,232.3% | +718.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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