+20.3%
COHR vs P
+59.4%
-39.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +2.9% |
| 7D | +13.0% | +5.0% | +8.0% | +9.4% |
| 30D | -6.7% | -0.9% | -5.7% | -8.2% |
| 3M | -14.7% | +38.7% | -53.4% | -34.1% |
| 6M | +20.3% | +54.4% | -34.1% | -24.7% |
| All | +20.3% | +59.4% | -39.1% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling