+51.6%
COHR vs MAR
+62.0%
-10.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.0% | -8.0% | -5.5% |
| 7D | -18.6% | +7.7% | -26.3% | -17.2% |
| 30D | -41.5% | +19.4% | -60.9% | -39.1% |
| 3M | -39.7% | +23.3% | -63.1% | -36.8% |
| 6M | -40.9% | +22.8% | -63.7% | -39.4% |
| YTD | +5.7% | +37.8% | -32.1% | +8.3% |
| 1Y | +51.6% | +57.4% | -5.8% | +55.7% |
| All | +51.6% | +62.0% | -10.4% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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