+830.2%
COHR vs INDA
+7.9%
+822.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +2.7% |
| 7D | +8.3% | -2.7% | +11.0% | +12.9% |
| 30D | -14.1% | -2.8% | -11.4% | -10.4% |
| 3M | -16.0% | +1.6% | -17.6% | -17.7% |
| 6M | +21.5% | -1.4% | +22.9% | +24.5% |
| YTD | +65.4% | -10.1% | +75.6% | +96.8% |
| 1Y | +195.0% | -8.8% | +203.8% | +238.9% |
| 3Y | +830.2% | +7.6% | +822.5% | +644.5% |
| All | +830.2% | +7.9% | +822.3% | +644.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling