+195.0%
COHR vs MCO
-5.7%
+200.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +5.1% |
| 7D | +8.3% | -3.8% | +12.1% | +5.9% |
| 30D | -14.1% | -0.4% | -13.7% | -13.9% |
| 3M | -16.0% | +7.7% | -23.7% | -12.7% |
| 6M | +21.5% | +7.0% | +14.5% | +26.8% |
| YTD | +65.4% | -6.4% | +71.9% | +68.2% |
| 1Y | +195.0% | -7.6% | +202.7% | +205.6% |
| All | +195.0% | -5.7% | +200.7% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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