+194.8%
COHR vs DVA
+35.1%
+159.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.8% |
| 7D | +1.0% | +1.8% | -0.9% | +1.2% |
| 30D | -14.1% | -2.5% | -11.6% | -14.4% |
| 3M | -33.2% | -4.3% | -28.9% | -34.0% |
| 6M | +2.5% | +18.9% | -16.3% | +3.1% |
| YTD | +52.7% | +61.9% | -9.2% | +54.8% |
| 1Y | +194.8% | +35.7% | +159.0% | +193.1% |
| All | +194.8% | +35.1% | +159.6% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling