+26.1%
COHR vs IRE
-98.6%
+124.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -33.9% | +21.0% | -6.4% |
| 7D | -28.4% | -57.1% | +28.7% | -17.2% |
| 30D | -49.8% | -84.4% | +34.6% | -31.4% |
| 3M | -48.3% | -85.0% | +36.7% | -29.8% |
| 6M | -49.4% | -95.2% | +45.8% | -25.3% |
| YTD | -8.0% | -93.9% | +85.9% | +23.4% |
| 1Y | +26.1% | -98.8% | +124.9% | +90.7% |
| All | +26.1% | -98.6% | +124.7% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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