+194.8%
COHR vs ICE
-7.2%
+201.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.6% | +5.3% |
| 7D | +1.0% | -0.7% | +1.6% | +0.6% |
| 30D | -14.1% | +7.6% | -21.7% | -9.7% |
| 3M | -33.2% | +13.9% | -47.1% | -25.1% |
| 6M | +2.5% | -2.4% | +4.9% | +14.6% |
| YTD | +52.7% | +0.3% | +52.5% | +70.4% |
| 1Y | +194.8% | -6.4% | +201.2% | +200.4% |
| All | +194.8% | -7.2% | +201.9% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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