+705.8%
COHR vs DECK
+730.5%
-24.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.3% | +0.6% |
| 7D | +36.7% | -3.7% | +40.4% | +38.7% |
| 30D | -20.0% | +0.6% | -20.6% | -20.5% |
| 3M | -34.7% | -7.3% | -27.4% | -33.6% |
| 6M | -37.9% | -10.9% | -27.0% | -37.2% |
| YTD | +25.7% | -18.5% | +44.2% | +29.5% |
| 1Y | +48.1% | +0.2% | +48.0% | +39.5% |
| 3Y | +583.2% | -19.8% | +603.0% | +566.2% |
| 5Y | +256.0% | +18.7% | +237.3% | +182.8% |
| All | +705.8% | +730.5% | -24.7% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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