+1,298.9%
COHR vs DG
+101.8%
+1,197.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | +8.3% | -6.5% | +14.8% | +9.3% |
| 30D | -14.1% | +4.2% | -18.3% | -14.8% |
| 3M | -16.0% | +9.5% | -25.5% | -17.8% |
| 6M | +21.5% | -13.1% | +34.6% | +23.6% |
| YTD | +65.4% | -4.8% | +70.3% | +65.2% |
| 1Y | +195.0% | +20.6% | +174.4% | +179.1% |
| 3Y | +830.2% | +4.9% | +825.2% | +773.5% |
| 5Y | +397.1% | -37.9% | +435.0% | +450.6% |
| All | +1,298.9% | +101.8% | +1,197.1% | +914.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling