+194.8%
COHR vs DG
+23.4%
+171.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +7.1% |
| 7D | +1.0% | +8.4% | -7.4% | +3.8% |
| 30D | -14.1% | +4.9% | -19.1% | -12.4% |
| 3M | -33.2% | +29.3% | -62.5% | -27.8% |
| 6M | +2.5% | -11.3% | +13.8% | +7.5% |
| YTD | +52.7% | +1.8% | +51.0% | +63.1% |
| 1Y | +194.8% | +25.3% | +169.4% | +245.8% |
| All | +194.8% | +23.4% | +171.3% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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