+1,298.9%
COHR vs OMC
+34.2%
+1,264.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.4% |
| 7D | +8.3% | -4.4% | +12.7% | +10.2% |
| 30D | -14.1% | -7.6% | -6.5% | -11.9% |
| 3M | -16.0% | +4.5% | -20.5% | -19.7% |
| 6M | +21.5% | -0.3% | +21.7% | +18.0% |
| YTD | +65.4% | -0.1% | +65.6% | +58.0% |
| 1Y | +195.0% | +4.6% | +190.4% | +170.5% |
| 3Y | +830.2% | +10.5% | +819.7% | +718.5% |
| 5Y | +397.1% | +31.7% | +365.4% | +296.3% |
| All | +1,298.9% | +34.2% | +1,264.6% | +1,002.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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