+830.2%
COHR vs OWL
+0.9%
+829.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.5% |
| 7D | +8.3% | -10.1% | +18.5% | +14.3% |
| 30D | -14.1% | -11.9% | -2.2% | -9.3% |
| 3M | -16.0% | +10.7% | -26.7% | -21.8% |
| 6M | +21.5% | +22.1% | -0.7% | +3.5% |
| YTD | +65.4% | -24.8% | +90.3% | +90.0% |
| 1Y | +195.0% | -39.2% | +234.2% | +288.5% |
| 3Y | +830.2% | +1.7% | +828.4% | +907.5% |
| All | +830.2% | +0.9% | +829.2% | +907.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling