+195.0%
COHR vs P
+20.5%
+174.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +1.9% |
| 7D | +8.3% | -1.3% | +9.7% | +9.1% |
| 30D | -14.1% | -11.9% | -2.3% | -9.2% |
| 3M | -16.0% | +41.6% | -57.6% | -31.2% |
| 6M | +21.5% | +58.1% | -36.7% | -6.8% |
| YTD | +65.4% | +46.5% | +18.9% | +31.4% |
| 1Y | +195.0% | +19.1% | +176.0% | +126.1% |
| All | +195.0% | +20.5% | +174.5% | +126.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling