+393.6%
COHR vs MAR
+154.9%
+238.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.1% |
| 7D | +8.3% | -0.5% | +8.9% | +8.6% |
| 30D | -14.1% | -5.4% | -8.7% | -11.1% |
| 3M | -16.0% | -15.5% | -0.5% | -7.7% |
| 6M | +21.5% | +3.0% | +18.5% | +15.4% |
| YTD | +65.4% | +8.5% | +56.9% | +48.0% |
| 1Y | +195.0% | +26.0% | +169.1% | +131.2% |
| 3Y | +830.2% | +68.6% | +761.6% | +506.2% |
| All | +393.6% | +154.9% | +238.7% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling