+393.6%
COHR vs ICE
+40.4%
+353.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.8% |
| 7D | +8.3% | -2.4% | +10.7% | +9.2% |
| 30D | -14.1% | +4.0% | -18.1% | -15.8% |
| 3M | -16.0% | +13.7% | -29.7% | -21.7% |
| 6M | +21.5% | +0.9% | +20.5% | +19.7% |
| YTD | +65.4% | -2.1% | +67.6% | +64.0% |
| 1Y | +195.0% | -9.5% | +204.5% | +207.6% |
| 3Y | +830.2% | +42.1% | +788.1% | +603.9% |
| All | +393.6% | +40.4% | +353.2% | +249.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling