+195.0%
COHR vs IR
-8.8%
+203.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +8.3% | -4.5% | +12.8% | +10.6% |
| 30D | -14.1% | -13.9% | -0.2% | -8.0% |
| 3M | -16.0% | -0.3% | -15.7% | -16.4% |
| 6M | +21.5% | -14.3% | +35.8% | +29.4% |
| YTD | +65.4% | -7.9% | +73.3% | +69.7% |
| 1Y | +195.0% | -9.9% | +204.9% | +212.4% |
| All | +195.0% | -8.8% | +203.8% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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