+393.6%
COHR vs LOW
+5.4%
+388.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -3.7% | +12.1% | +10.3% |
| 30D | -14.1% | -8.9% | -5.3% | -10.4% |
| 3M | -16.0% | -10.4% | -5.6% | -12.4% |
| 6M | +21.5% | -19.4% | +40.9% | +33.6% |
| YTD | +65.4% | -17.1% | +82.6% | +75.8% |
| 1Y | +195.0% | -26.3% | +221.3% | +237.3% |
| 3Y | +830.2% | -9.9% | +840.0% | +794.3% |
| All | +393.6% | +5.4% | +388.2% | +331.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 5y: compounded portfolio wealth divided by compounded LOW 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…
5y analysis · Full analysis span regression · 6 months rolling