+313.9%
COHR vs NET
+1,258.4%
-944.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -8.3% | -4.7% | -10.5% |
| 7D | -28.4% | -21.2% | -7.2% | -22.8% |
| 30D | -49.8% | -31.1% | -18.7% | -43.7% |
| 3M | -48.3% | -16.5% | -31.7% | -45.9% |
| 6M | -49.4% | 0.0% | -49.5% | -51.1% |
| YTD | -8.0% | +24.0% | -32.0% | -18.9% |
| 1Y | +26.1% | +7.0% | +19.1% | +16.7% |
| 3Y | +416.8% | +279.6% | +137.2% | +223.3% |
| 5Y | +164.2% | +24.0% | +140.3% | +91.1% |
| All | +313.9% | +1,258.4% | -944.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling