+296.7%
COHR vs PATH
-79.3%
+375.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +1.3% |
| 7D | +13.0% | -24.6% | +37.5% | +20.1% |
| 30D | -6.7% | -13.0% | +6.3% | -4.9% |
| 3M | -14.7% | +26.2% | -41.0% | -22.3% |
| 6M | +20.3% | +13.4% | +6.9% | +10.2% |
| YTD | +64.4% | -17.2% | +81.6% | +64.0% |
| 1Y | +205.9% | +14.0% | +191.8% | +169.1% |
| 3Y | +814.1% | -26.6% | +840.7% | +766.1% |
| 5Y | +387.4% | -75.1% | +462.4% | +423.4% |
| All | +296.7% | -79.3% | +375.9% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 10y: compounded portfolio wealth divided by compounded PATH 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…
10y analysis · Full analysis span regression · 6 months rolling