+203.0%
COHR vs PATH
-76.8%
+279.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -0.1% | +13.7% | +13.6% |
| 7D | -8.3% | -5.3% | -3.0% | -7.0% |
| 30D | -42.4% | -0.5% | -41.8% | -42.3% |
| 3M | -42.3% | -7.1% | -35.2% | -42.7% |
| 6M | -44.1% | +23.8% | -67.9% | -49.9% |
| YTD | +4.5% | -20.7% | +25.1% | +4.9% |
| 1Y | +21.0% | -8.1% | +29.1% | +14.3% |
| 3Y | +487.5% | -21.8% | +509.3% | +440.2% |
| All | +203.0% | -76.8% | +279.8% | +244.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling