+657.5%
COHR vs LIN
+424.2%
+233.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.5% |
| 7D | +13.1% | +2.1% | +11.0% | +11.6% |
| 30D | -17.2% | +6.8% | -23.9% | -21.6% |
| 3M | -33.3% | +10.4% | -43.7% | -38.7% |
| 6M | -46.0% | +3.2% | -49.1% | -48.7% |
| YTD | +18.2% | +24.6% | -6.4% | -3.8% |
| 1Y | +55.9% | +24.4% | +31.5% | +26.3% |
| 3Y | +544.7% | +36.7% | +507.9% | +380.5% |
| 5Y | +234.6% | +67.0% | +167.6% | +110.7% |
| All | +657.5% | +424.2% | +233.3% | +85.1% |
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