+393.6%
COHR vs GWRE
+15.1%
+378.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +8.3% | -13.2% | +21.6% | +11.0% |
| 30D | -14.1% | -18.6% | +4.4% | -12.5% |
| 3M | -16.0% | +18.9% | -34.9% | -24.6% |
| 6M | +21.5% | -11.0% | +32.4% | +16.6% |
| YTD | +65.4% | -29.9% | +95.3% | +75.2% |
| 1Y | +195.0% | -44.3% | +239.4% | +249.5% |
| 3Y | +830.2% | +51.7% | +778.5% | +499.0% |
| All | +393.6% | +15.1% | +378.5% | +238.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling