+1,298.9%
COHR vs DIA
+253.8%
+1,045.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +2.8% |
| 7D | +8.3% | -1.6% | +9.9% | +10.7% |
| 30D | -14.1% | -2.0% | -12.1% | -11.8% |
| 3M | -16.0% | +3.6% | -19.6% | -20.0% |
| 6M | +21.5% | +11.5% | +10.0% | +4.9% |
| YTD | +65.4% | +10.4% | +55.1% | +45.4% |
| 1Y | +195.0% | +15.6% | +179.4% | +144.3% |
| 3Y | +830.2% | +58.9% | +771.3% | +427.3% |
| 5Y | +397.1% | +65.3% | +331.8% | +175.9% |
| All | +1,298.9% | +253.8% | +1,045.1% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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