+673.3%
COHR vs DT
+100.3%
+573.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.4% |
| 7D | +8.3% | -1.6% | +9.9% | +8.8% |
| 30D | -14.1% | +3.0% | -17.2% | -15.6% |
| 3M | -16.0% | +26.5% | -42.5% | -24.4% |
| 6M | +21.5% | +35.9% | -14.5% | +3.5% |
| YTD | +65.4% | +17.8% | +47.6% | +47.8% |
| 1Y | +195.0% | +4.1% | +191.0% | +176.1% |
| 3Y | +830.2% | +5.3% | +824.9% | +761.5% |
| 5Y | +397.1% | -27.2% | +424.3% | +400.8% |
| All | +673.3% | +100.3% | +573.0% | +406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling