+830.2%
COHR vs DT
+7.2%
+822.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +8.3% | -1.6% | +9.9% | +8.6% |
| 30D | -14.1% | +3.0% | -17.2% | -15.0% |
| 3M | -16.0% | +26.5% | -42.5% | -21.7% |
| 6M | +21.5% | +35.9% | -14.5% | +8.3% |
| YTD | +65.4% | +17.8% | +47.6% | +57.1% |
| 1Y | +195.0% | +4.1% | +191.0% | +198.7% |
| 3Y | +830.2% | +5.3% | +824.9% | +782.5% |
| All | +830.2% | +7.2% | +822.9% | +782.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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