+51.6%
COHR vs O
+8.1%
+43.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -3.0% |
| 7D | -18.6% | +5.8% | -24.4% | -13.7% |
| 30D | -41.5% | +10.7% | -52.2% | -35.1% |
| 3M | -39.7% | -4.5% | -35.2% | -39.9% |
| 6M | -40.9% | -4.1% | -36.8% | -39.5% |
| YTD | +5.7% | +9.8% | -4.1% | +25.1% |
| 1Y | +51.6% | +11.3% | +40.3% | +77.3% |
| All | +51.6% | +8.1% | +43.5% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling