+180.6%
COHR vs PATH
-80.4%
+261.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.4% |
| 7D | +3.5% | -2.3% | +5.7% | +4.1% |
| 30D | -31.3% | -4.8% | -26.5% | -30.5% |
| 3M | -34.0% | -17.7% | -16.3% | -32.2% |
| 6M | -36.0% | +18.9% | -54.9% | -41.7% |
| YTD | +16.3% | -21.7% | +38.0% | +17.0% |
| 1Y | +28.8% | -9.6% | +38.4% | +22.4% |
| 3Y | +531.9% | -25.8% | +557.7% | +493.8% |
| 5Y | +235.4% | -77.1% | +312.5% | +267.0% |
| All | +180.6% | -80.4% | +261.0% | +209.7% |
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