+65,045.6%
COHR vs DD
+924.8%
+64,120.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +8.3% | -3.5% | +11.8% | +10.0% |
| 30D | -14.1% | -11.7% | -2.5% | -9.3% |
| 3M | -16.0% | -9.2% | -6.8% | -12.2% |
| 6M | +21.5% | -7.2% | +28.6% | +26.5% |
| YTD | +65.4% | +6.6% | +58.8% | +61.9% |
| 1Y | +195.0% | +32.0% | +163.0% | +163.1% |
| 3Y | +830.2% | +42.1% | +788.0% | +712.5% |
| 5Y | +397.1% | +58.1% | +339.0% | +319.9% |
| 10Y | +1,317.7% | +65.3% | +1,252.4% | +1,053.0% |
| All | +65,045.6% | +924.8% | +64,120.8% | +44,094.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling