+194.8%
COHR vs OWL
-29.1%
+223.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.7% |
| 7D | +1.0% | -2.2% | +3.2% | +1.2% |
| 30D | -14.1% | +3.7% | -17.8% | -14.8% |
| 3M | -33.2% | +17.5% | -50.7% | -34.3% |
| 6M | +2.5% | +18.5% | -16.0% | +0.9% |
| YTD | +52.7% | -16.3% | +69.0% | +54.7% |
| 1Y | +194.8% | -29.7% | +224.5% | +201.0% |
| All | +194.8% | -29.1% | +223.9% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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