+233.8%
COHR vs DOC
-21.4%
+255.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | +13.1% | -0.9% | +14.0% | +13.7% |
| 30D | -17.2% | +7.7% | -24.9% | -20.3% |
| 3M | -33.3% | -2.0% | -31.3% | -33.1% |
| 6M | -46.0% | +5.9% | -51.8% | -48.4% |
| YTD | +18.2% | +31.8% | -13.6% | -1.4% |
| 1Y | +55.9% | +22.5% | +33.3% | +35.3% |
| 3Y | +544.7% | +54.7% | +489.9% | +357.0% |
| All | +233.8% | -21.4% | +255.2% | +283.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling