+393.6%
COHR vs ON
+60.9%
+332.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.3% | -0.8% |
| 7D | +8.3% | +2.4% | +6.0% | +6.5% |
| 30D | -14.1% | -8.6% | -5.5% | -9.3% |
| 3M | -16.0% | -34.3% | +18.3% | +6.2% |
| 6M | +21.5% | +28.5% | -7.1% | +5.7% |
| YTD | +65.4% | +40.6% | +24.8% | +36.0% |
| 1Y | +195.0% | +55.3% | +139.7% | +127.9% |
| 3Y | +830.2% | -22.2% | +852.3% | +846.0% |
| All | +393.6% | +60.9% | +332.7% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · 6 months rolling