+830.2%
COHR vs MKTX
-25.3%
+855.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -0.2% | +8.6% | +8.3% |
| 30D | -14.1% | +0.7% | -14.9% | -14.1% |
| 3M | -16.0% | +40.8% | -56.8% | -12.9% |
| 6M | +21.5% | -8.0% | +29.5% | +21.5% |
| YTD | +65.4% | -8.7% | +74.2% | +65.6% |
| 1Y | +195.0% | -11.8% | +206.9% | +194.3% |
| 3Y | +830.2% | -24.0% | +854.2% | +804.2% |
| All | +830.2% | -25.3% | +855.4% | +804.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling