+793.0%
COHR vs P
+137.3%
+655.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.3% | -1.7% |
| 7D | +10.9% | -4.1% | +15.0% | +13.5% |
| 30D | -10.8% | -14.0% | +3.2% | -4.0% |
| 3M | -17.4% | +41.4% | -58.8% | -32.7% |
| 6M | +12.5% | +54.2% | -41.7% | -13.8% |
| YTD | +58.8% | +40.4% | +18.4% | +27.3% |
| 1Y | +183.3% | +16.0% | +167.3% | +138.7% |
| All | +793.0% | +137.3% | +655.7% | +396.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling