+824.4%
COHR vs MOD
+290.9%
+533.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +2.5% |
| 7D | +13.0% | +3.6% | +9.4% | +10.4% |
| 30D | -6.7% | -2.6% | -4.0% | -5.0% |
| 3M | -14.7% | -33.1% | +18.4% | +8.7% |
| 6M | +20.3% | -7.5% | +27.8% | +27.6% |
| YTD | +64.4% | +39.3% | +25.1% | +36.9% |
| 1Y | +205.9% | +34.3% | +171.6% | +156.1% |
| All | +824.4% | +290.9% | +533.5% | +335.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling