+1,298.9%
COHR vs GEN
+159.8%
+1,139.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | +8.3% | -1.3% | +9.6% | +8.8% |
| 30D | -14.1% | +6.1% | -20.3% | -16.6% |
| 3M | -16.0% | +27.0% | -43.0% | -25.2% |
| 6M | +21.5% | +43.9% | -22.4% | +1.0% |
| YTD | +65.4% | +13.0% | +52.5% | +51.6% |
| 1Y | +195.0% | +4.0% | +191.0% | +179.7% |
| 3Y | +830.2% | +66.2% | +764.0% | +609.6% |
| 5Y | +397.1% | +23.2% | +373.9% | +320.8% |
| All | +1,298.9% | +159.8% | +1,139.0% | +690.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling