+375.7%
COHR vs NET
+1,381.0%
-1,005.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.2% |
| 7D | -18.6% | -16.4% | -2.2% | -14.0% |
| 30D | -41.5% | -25.8% | -15.7% | -35.9% |
| 3M | -39.7% | -11.5% | -28.2% | -38.2% |
| 6M | -40.9% | +18.9% | -59.8% | -45.9% |
| YTD | +5.7% | +35.2% | -29.5% | -9.4% |
| 1Y | +51.6% | +14.5% | +37.1% | +37.2% |
| 3Y | +493.9% | +313.8% | +180.1% | +261.3% |
| 5Y | +205.2% | +32.6% | +172.6% | +115.7% |
| All | +375.7% | +1,381.0% | -1,005.3% | +69.6% |
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