+1,298.9%
COHR vs M
-3.0%
+1,301.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +2.4% |
| 7D | +8.3% | -4.2% | +12.5% | +9.3% |
| 30D | -14.1% | -7.2% | -6.9% | -12.8% |
| 3M | -16.0% | -11.1% | -4.9% | -14.0% |
| 6M | +21.5% | +28.8% | -7.3% | +14.3% |
| YTD | +65.4% | +2.0% | +63.4% | +62.8% |
| 1Y | +195.0% | +31.3% | +163.8% | +173.0% |
| 3Y | +830.2% | +119.1% | +711.1% | +651.4% |
| 5Y | +397.1% | +29.7% | +367.4% | +331.3% |
| All | +1,298.9% | -3.0% | +1,301.9% | +1,027.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling