+1,298.9%
COHR vs MKTX
+5.0%
+1,293.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -0.2% | +8.6% | +8.4% |
| 30D | -14.1% | +0.7% | -14.9% | -14.3% |
| 3M | -16.0% | +40.8% | -56.8% | -22.8% |
| 6M | +21.5% | -8.0% | +29.5% | +22.8% |
| YTD | +65.4% | -8.7% | +74.2% | +67.2% |
| 1Y | +195.0% | -11.8% | +206.9% | +199.6% |
| 3Y | +830.2% | -24.0% | +854.2% | +836.6% |
| 5Y | +397.1% | -60.3% | +457.4% | +503.9% |
| All | +1,298.9% | +5.0% | +1,293.8% | +1,190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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