+712.9%
COHR vs DOC
+23.6%
+689.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.4% | +9.3% |
| 7D | +20.2% | +1.0% | +19.2% | +19.9% |
| 30D | -18.6% | +8.1% | -26.7% | -21.4% |
| 3M | -28.6% | +0.9% | -29.5% | -29.4% |
| 6M | -38.2% | +6.3% | -44.5% | -40.6% |
| YTD | +27.1% | +33.8% | -6.7% | +9.5% |
| 1Y | +48.4% | +21.6% | +26.8% | +33.1% |
| 3Y | +590.3% | +53.4% | +537.0% | +450.4% |
| 5Y | +258.7% | -21.0% | +279.7% | +275.1% |
| 10Y | +712.9% | +22.5% | +690.4% | +656.8% |
| All | +712.9% | +23.6% | +689.3% | +656.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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