+544.7%
COHR vs DECK
-17.3%
+561.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -6.8% |
| 7D | +13.1% | +0.1% | +13.0% | +13.1% |
| 30D | -17.2% | +4.8% | -22.0% | -18.5% |
| 3M | -33.3% | -6.9% | -26.4% | -32.4% |
| 6M | -46.0% | -7.6% | -38.4% | -46.3% |
| YTD | +18.2% | -16.3% | +34.4% | +19.9% |
| 1Y | +55.9% | +4.5% | +51.4% | +43.8% |
| 3Y | +544.7% | -17.1% | +561.8% | +525.9% |
| All | +544.7% | -17.3% | +561.9% | +525.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling