+2,873.3%
COHR vs MA
+15,413.8%
-12,540.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +10.9% | -3.5% | +14.3% | +12.8% |
| 30D | -10.8% | +0.7% | -11.5% | -11.6% |
| 3M | -17.4% | +15.8% | -33.2% | -24.9% |
| 6M | +12.5% | +10.2% | +2.3% | +3.3% |
| YTD | +58.8% | -0.5% | +59.3% | +53.0% |
| 1Y | +183.3% | -1.8% | +185.1% | +173.6% |
| 3Y | +783.0% | +38.7% | +744.3% | +606.9% |
| 5Y | +377.2% | +67.6% | +309.6% | +246.8% |
| 10Y | +1,261.0% | +510.9% | +750.1% | +448.8% |
| All | +2,873.3% | +15,413.8% | -12,540.5% | +323.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 all: compounded portfolio wealth divided by compounded MA 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…
all analysis · Full analysis span regression · 6 months rolling