+849.9%
COHR vs IR
+274.4%
+575.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +1.7% |
| 7D | +13.0% | -1.9% | +14.9% | +14.2% |
| 30D | -6.7% | -15.0% | +8.4% | +2.6% |
| 3M | -14.7% | -0.4% | -14.3% | -15.2% |
| 6M | +20.3% | -15.0% | +35.3% | +31.0% |
| YTD | +64.4% | -7.1% | +71.5% | +68.0% |
| 1Y | +205.9% | -7.5% | +213.4% | +213.3% |
| 3Y | +814.1% | +6.3% | +807.8% | +789.4% |
| 5Y | +387.4% | +37.3% | +350.0% | +317.7% |
| All | +849.9% | +274.4% | +575.5% | +486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling