+1,243.0%
COHR vs LIN
+369.2%
+873.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.6% |
| 7D | +10.9% | -4.3% | +15.1% | +14.3% |
| 30D | -10.8% | -5.6% | -5.2% | -7.5% |
| 3M | -17.4% | -9.0% | -8.3% | -12.9% |
| 6M | +12.5% | -2.5% | +14.9% | +11.3% |
| YTD | +58.8% | +9.3% | +49.5% | +43.3% |
| 1Y | +183.3% | -1.0% | +184.3% | +173.3% |
| 3Y | +783.0% | +24.0% | +759.0% | +611.6% |
| 5Y | +377.2% | +59.1% | +318.1% | +212.7% |
| All | +1,243.0% | +369.2% | +873.7% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling