+1,298.9%
COHR vs GWRE
+131.0%
+1,167.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +8.3% | -13.2% | +21.6% | +13.4% |
| 30D | -14.1% | -18.6% | +4.4% | -10.6% |
| 3M | -16.0% | +18.9% | -34.9% | -28.4% |
| 6M | +21.5% | -11.0% | +32.4% | +12.6% |
| YTD | +65.4% | -29.9% | +95.3% | +70.6% |
| 1Y | +195.0% | -44.3% | +239.4% | +244.8% |
| 3Y | +830.2% | +51.7% | +778.5% | +457.5% |
| 5Y | +397.1% | +15.4% | +381.7% | +239.7% |
| All | +1,298.9% | +131.0% | +1,167.9% | +479.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling