+531.9%
COHR vs LIN
+38.5%
+493.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.8% |
| 7D | +3.5% | +2.0% | +1.5% | +2.9% |
| 30D | -31.3% | +7.9% | -39.2% | -33.2% |
| 3M | -34.0% | +6.3% | -40.3% | -35.5% |
| 6M | -36.0% | +6.5% | -42.5% | -38.5% |
| YTD | +16.3% | +23.6% | -7.3% | +0.9% |
| 1Y | +28.8% | +25.7% | +3.0% | +10.0% |
| 3Y | +531.9% | +35.6% | +496.3% | +425.7% |
| All | +531.9% | +38.5% | +493.4% | +425.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling