+830.2%
COHR vs DRI
+54.5%
+775.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.9% |
| 7D | +8.3% | -3.2% | +11.6% | +9.2% |
| 30D | -14.1% | -7.8% | -6.3% | -12.4% |
| 3M | -16.0% | +0.4% | -16.4% | -16.4% |
| 6M | +21.5% | +4.8% | +16.7% | +18.7% |
| YTD | +65.4% | +16.7% | +48.7% | +53.5% |
| 1Y | +195.0% | +1.5% | +193.5% | +191.3% |
| 3Y | +830.2% | +56.3% | +773.9% | +598.1% |
| All | +830.2% | +54.5% | +775.7% | +598.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling