+830.2%
COHR vs IR
+4.8%
+825.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +8.3% | -4.5% | +12.8% | +12.2% |
| 30D | -14.1% | -13.9% | -0.2% | -3.4% |
| 3M | -16.0% | -0.3% | -15.7% | -17.0% |
| 6M | +21.5% | -14.3% | +35.8% | +35.2% |
| YTD | +65.4% | -7.9% | +73.3% | +68.4% |
| 1Y | +195.0% | -9.9% | +204.9% | +205.7% |
| 3Y | +830.2% | +6.5% | +823.6% | +710.4% |
| All | +830.2% | +4.8% | +825.4% | +710.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling