+1,298.9%
COHR vs P
+718.8%
+580.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +2.1% |
| 7D | +8.3% | -1.3% | +9.7% | +9.0% |
| 30D | -14.1% | -11.9% | -2.3% | -9.5% |
| 3M | -16.0% | +41.6% | -57.6% | -29.4% |
| 6M | +21.5% | +58.1% | -36.7% | -3.9% |
| YTD | +65.4% | +46.5% | +18.9% | +35.2% |
| 1Y | +195.0% | +19.1% | +176.0% | +156.3% |
| 3Y | +830.2% | +150.6% | +679.6% | +457.4% |
| 5Y | +397.1% | +271.8% | +125.3% | +145.7% |
| All | +1,298.9% | +718.8% | +580.0% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling