+520.6%
COHR vs OUST
-62.4%
+583.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.2% |
| 7D | +1.0% | +5.2% | -4.3% | -0.2% |
| 30D | -14.1% | -19.3% | +5.1% | -10.0% |
| 3M | -33.2% | -22.6% | -10.6% | -30.1% |
| 6M | +2.5% | +62.8% | -60.2% | -8.6% |
| YTD | +52.7% | +68.3% | -15.6% | +34.2% |
| 1Y | +194.8% | +28.5% | +166.2% | +166.6% |
| 3Y | +650.8% | +554.0% | +96.8% | +337.4% |
| 5Y | +358.4% | -56.2% | +414.6% | +273.4% |
| All | +520.6% | -62.4% | +583.0% | +418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling