+195.0%
COHR vs DVA
+36.3%
+158.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.2% |
| 7D | +8.3% | -1.3% | +9.7% | +8.2% |
| 30D | -14.1% | 0.0% | -14.2% | -14.1% |
| 3M | -16.0% | -10.9% | -5.1% | -17.7% |
| 6M | +21.5% | +17.3% | +4.2% | +21.7% |
| YTD | +65.4% | +59.8% | +5.6% | +66.4% |
| 1Y | +195.0% | +36.3% | +158.8% | +192.8% |
| All | +195.0% | +36.3% | +158.7% | +192.8% |
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