+194.8%
COHR vs M
+46.1%
+148.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +6.1% |
| 7D | +1.0% | +4.7% | -3.8% | +0.1% |
| 30D | -14.1% | -9.6% | -4.5% | -12.4% |
| 3M | -33.2% | +0.9% | -34.0% | -33.2% |
| 6M | +2.5% | +22.3% | -19.7% | -0.6% |
| YTD | +52.7% | +6.5% | +46.2% | +47.8% |
| 1Y | +194.8% | +38.8% | +156.0% | +172.0% |
| All | +194.8% | +46.1% | +148.6% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling