+830.2%
COHR vs O
+26.7%
+803.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -2.9% | +11.2% | +8.1% |
| 30D | -14.1% | -4.5% | -9.6% | -14.4% |
| 3M | -16.0% | -2.6% | -13.4% | -16.5% |
| 6M | +21.5% | -5.6% | +27.1% | +21.3% |
| YTD | +65.4% | +9.3% | +56.2% | +63.6% |
| 1Y | +195.0% | +4.3% | +190.7% | +193.1% |
| 3Y | +830.2% | +27.4% | +802.7% | +717.1% |
| All | +830.2% | +26.7% | +803.4% | +717.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling