+51.6%
COHR vs M
+36.6%
+15.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.6% | -13.6% | -6.7% |
| 7D | -18.6% | +8.3% | -26.8% | -19.2% |
| 30D | -41.5% | +14.2% | -55.7% | -42.5% |
| 3M | -39.7% | -1.1% | -38.6% | -39.2% |
| 6M | -40.9% | +36.6% | -77.5% | -42.9% |
| YTD | +5.7% | +19.8% | -14.1% | 0.0% |
| 1Y | +51.6% | +37.2% | +14.4% | +42.6% |
| All | +51.6% | +36.6% | +15.0% | +42.6% |
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