+1,298.9%
COHR vs MAR
+450.9%
+848.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.3% |
| 7D | +8.3% | -0.5% | +8.9% | +8.6% |
| 30D | -14.1% | -5.4% | -8.7% | -11.7% |
| 3M | -16.0% | -15.5% | -0.5% | -9.4% |
| 6M | +21.5% | +3.0% | +18.5% | +17.4% |
| YTD | +65.4% | +8.5% | +56.9% | +53.2% |
| 1Y | +195.0% | +26.0% | +169.1% | +148.8% |
| 3Y | +830.2% | +68.6% | +761.6% | +589.9% |
| 5Y | +397.1% | +157.4% | +239.7% | +198.0% |
| All | +1,298.9% | +450.9% | +848.0% | +488.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling