+387.4%
COHR vs IP
-21.5%
+408.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +2.6% |
| 7D | +13.0% | -4.6% | +17.5% | +15.0% |
| 30D | -6.7% | -15.3% | +8.6% | -0.5% |
| 3M | -14.7% | +2.7% | -17.4% | -17.6% |
| 6M | +20.3% | -7.4% | +27.7% | +20.2% |
| YTD | +64.4% | -8.8% | +73.3% | +62.8% |
| 1Y | +205.9% | -22.4% | +228.3% | +227.2% |
| 3Y | +814.1% | +14.2% | +799.9% | +654.0% |
| 5Y | +387.4% | -21.8% | +409.2% | +359.1% |
| All | +387.4% | -21.5% | +408.9% | +359.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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