+5,923.4%
COHR vs ON
+182.1%
+5,741.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | +10.9% | -4.7% | +15.6% | +12.4% |
| 30D | -10.8% | -13.5% | +2.7% | -6.7% |
| 3M | -17.4% | -36.3% | +18.9% | -5.4% |
| 6M | +12.5% | +17.8% | -5.3% | +8.7% |
| YTD | +58.8% | +29.6% | +29.3% | +49.2% |
| 1Y | +183.3% | +45.8% | +137.5% | +157.1% |
| 3Y | +783.0% | -28.3% | +811.4% | +849.6% |
| 5Y | +377.2% | +49.6% | +327.6% | +323.5% |
| 10Y | +1,261.0% | +583.9% | +677.1% | +752.5% |
| All | +5,923.4% | +182.1% | +5,741.3% | +3,514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling