+183.3%
COHR vs OUST
+17.3%
+166.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.4% |
| 7D | +10.9% | -1.7% | +12.6% | +11.6% |
| 30D | -10.8% | -21.9% | +11.2% | -2.3% |
| 3M | -17.4% | -8.2% | -9.1% | -16.3% |
| 6M | +12.5% | +57.5% | -45.0% | -4.8% |
| YTD | +58.8% | +62.8% | -4.0% | +30.5% |
| 1Y | +183.3% | +24.5% | +158.8% | +135.7% |
| All | +183.3% | +17.3% | +166.0% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling