+712.9%
COHR vs LIN
+418.8%
+294.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.3% | +8.6% |
| 7D | +20.2% | +0.3% | +19.9% | +20.0% |
| 30D | -18.6% | +8.0% | -26.6% | -23.5% |
| 3M | -28.6% | +7.7% | -36.3% | -33.3% |
| 6M | -38.2% | +5.1% | -43.3% | -42.1% |
| YTD | +27.1% | +24.7% | +2.4% | +3.3% |
| 1Y | +48.4% | +25.1% | +23.3% | +19.8% |
| 3Y | +590.3% | +36.8% | +553.5% | +414.5% |
| 5Y | +258.7% | +67.9% | +190.8% | +125.1% |
| 10Y | +712.9% | +427.2% | +285.7% | +99.6% |
| All | +712.9% | +418.8% | +294.0% | +99.6% |
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