+195.0%
COHR vs DFNS
-98.2%
+293.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.2% |
| 7D | +8.3% | -6.3% | +14.7% | +8.4% |
| 30D | -14.1% | -74.0% | +59.8% | -13.6% |
| 3M | -16.0% | -70.1% | +54.1% | -6.5% |
| 6M | +21.5% | -93.9% | +115.4% | +52.3% |
| YTD | +65.4% | -98.1% | +163.5% | +123.9% |
| 1Y | +195.0% | -98.3% | +293.3% | +244.2% |
| All | +195.0% | -98.2% | +293.2% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling