+195.0%
COHR vs MOD
+25.0%
+170.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +0.5% |
| 7D | +8.3% | -2.8% | +11.1% | +10.2% |
| 30D | -14.1% | -5.1% | -9.0% | -10.9% |
| 3M | -16.0% | -30.3% | +14.3% | +5.8% |
| 6M | +21.5% | -5.6% | +27.1% | +30.6% |
| YTD | +65.4% | +41.8% | +23.7% | +49.1% |
| 1Y | +195.0% | +28.9% | +166.1% | +179.4% |
| All | +195.0% | +25.0% | +170.1% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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