+824.4%
COHR vs OUST
+614.8%
+209.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.4% |
| 7D | +13.0% | +4.0% | +8.9% | +11.9% |
| 30D | -6.7% | -14.0% | +7.3% | -3.0% |
| 3M | -14.7% | -5.9% | -8.8% | -14.3% |
| 6M | +20.3% | +76.4% | -56.1% | +4.7% |
| YTD | +64.4% | +67.5% | -3.0% | +43.4% |
| 1Y | +205.9% | +27.1% | +178.8% | +174.8% |
| All | +824.4% | +614.8% | +209.6% | +403.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling