+258.7%
COHR vs OUST
-45.2%
+303.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +20.2% | +14.0% | +6.3% | +17.0% |
| 30D | -18.6% | +2.5% | -21.1% | -18.9% |
| 3M | -28.6% | -15.3% | -13.3% | -25.5% |
| 6M | -38.2% | +42.6% | -80.8% | -43.5% |
| YTD | +27.1% | +76.6% | -49.6% | +9.7% |
| 1Y | +48.4% | +54.1% | -5.6% | +31.6% |
| 3Y | +590.3% | +675.3% | -84.9% | +275.5% |
| 5Y | +258.7% | -45.1% | +303.8% | +212.8% |
| All | +258.7% | -45.2% | +303.9% | +212.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling