+21.5%
COHR vs OMC
-1.4%
+22.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +3.8% |
| 7D | +8.3% | -4.4% | +12.7% | +5.7% |
| 30D | -14.1% | -7.6% | -6.5% | -17.4% |
| 3M | -16.0% | +4.5% | -20.5% | -13.3% |
| 6M | +21.5% | -0.3% | +21.7% | +25.8% |
| All | +21.5% | -1.4% | +22.9% | +25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling