+21.5%
COHR vs ON
+27.6%
-6.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.3% | -2.2% |
| 7D | +8.3% | +2.4% | +6.0% | +5.9% |
| 30D | -14.1% | -8.6% | -5.5% | -7.8% |
| 3M | -16.0% | -34.3% | +18.3% | +10.9% |
| 6M | +21.5% | +28.5% | -7.1% | -8.4% |
| All | +21.5% | +27.6% | -6.2% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling