+830.2%
COHR vs M
+112.2%
+717.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +1.5% |
| 7D | +8.3% | -4.2% | +12.5% | +9.8% |
| 30D | -14.1% | -7.2% | -6.9% | -12.2% |
| 3M | -16.0% | -11.1% | -4.9% | -13.0% |
| 6M | +21.5% | +28.8% | -7.3% | +10.6% |
| YTD | +65.4% | +2.0% | +63.4% | +61.0% |
| 1Y | +195.0% | +31.3% | +163.8% | +158.9% |
| 3Y | +830.2% | +119.1% | +711.1% | +519.3% |
| All | +830.2% | +112.2% | +717.9% | +519.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling