+830.2%
COHR vs MTB
+114.2%
+716.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +3.9% |
| 7D | +8.3% | 0.0% | +8.3% | +8.3% |
| 30D | -14.1% | -4.8% | -9.3% | -11.3% |
| 3M | -16.0% | +6.0% | -22.0% | -20.1% |
| 6M | +21.5% | +19.6% | +1.9% | +5.7% |
| YTD | +65.4% | +21.5% | +44.0% | +41.7% |
| 1Y | +195.0% | +24.7% | +170.3% | +147.2% |
| 3Y | +830.2% | +108.6% | +721.6% | +469.2% |
| All | +830.2% | +114.2% | +716.0% | +469.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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