+373.8%
COHR vs P
+252.7%
+121.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.3% | -1.8% |
| 7D | +10.9% | -4.1% | +15.0% | +13.5% |
| 30D | -10.8% | -14.0% | +3.2% | -4.1% |
| 3M | -17.4% | +41.4% | -58.8% | -32.5% |
| 6M | +12.5% | +54.2% | -41.7% | -13.4% |
| YTD | +58.8% | +40.4% | +18.4% | +28.0% |
| 1Y | +183.3% | +16.0% | +167.3% | +141.0% |
| 3Y | +783.0% | +140.7% | +642.4% | +382.0% |
| All | +373.8% | +252.7% | +121.1% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling