+64,301.1%
COHR vs MOD
+3,521.8%
+60,779.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.4% |
| 7D | +11.0% | +6.3% | +4.6% | +9.0% |
| 30D | -20.4% | -1.7% | -18.7% | -19.8% |
| 3M | -24.9% | -30.1% | +5.2% | -16.1% |
| 6M | +28.1% | +2.7% | +25.4% | +29.2% |
| YTD | +63.6% | +44.1% | +19.5% | +49.4% |
| 1Y | +205.9% | +38.7% | +167.2% | +181.9% |
| 3Y | +809.3% | +309.8% | +499.5% | +533.2% |
| 5Y | +397.1% | +1,569.7% | -1,172.6% | +138.3% |
| 10Y | +1,238.1% | +1,520.5% | -282.4% | +457.7% |
| All | +64,301.1% | +3,521.8% | +60,779.3% | +20,945.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling