+194.8%
COHR vs GWRE
-25.4%
+220.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -19.9% | +26.5% | +0.5% |
| 7D | +1.0% | -21.1% | +22.1% | -5.3% |
| 30D | -14.1% | +1.3% | -15.4% | -12.7% |
| 3M | -33.2% | +7.4% | -40.6% | -27.8% |
| 6M | +2.5% | +5.6% | -3.1% | +13.2% |
| YTD | +52.7% | -19.2% | +71.9% | +76.0% |
| 1Y | +194.8% | -25.1% | +219.9% | +243.6% |
| All | +194.8% | -25.4% | +220.2% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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