+195.0%
COHR vs OWL
-38.6%
+233.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +4.0% |
| 7D | +8.3% | -10.1% | +18.5% | +9.5% |
| 30D | -14.1% | -11.9% | -2.2% | -13.2% |
| 3M | -16.0% | +10.7% | -26.7% | -16.9% |
| 6M | +21.5% | +22.1% | -0.7% | +18.2% |
| YTD | +65.4% | -24.8% | +90.3% | +68.8% |
| 1Y | +195.0% | -39.2% | +234.2% | +200.4% |
| All | +195.0% | -38.6% | +233.7% | +200.4% |
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