-24.9%
COHR vs P
+37.5%
-62.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.0% |
| 7D | +11.0% | +7.8% | +3.1% | +5.2% |
| 30D | -20.4% | +12.3% | -32.7% | -32.6% |
| 3M | -24.9% | +37.1% | -62.0% | -49.6% |
| All | -24.9% | +37.5% | -62.4% | -49.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling