+268.4%
COHR vs PATH
-76.8%
+345.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -16.6% | +23.2% | +10.8% |
| 7D | +1.0% | -16.3% | +17.3% | +4.8% |
| 30D | -14.1% | +9.9% | -24.0% | -17.5% |
| 3M | -33.2% | +30.2% | -63.4% | -39.2% |
| 6M | +2.5% | +37.2% | -34.7% | -10.8% |
| YTD | +52.7% | -7.3% | +60.0% | +48.5% |
| 1Y | +194.8% | +40.0% | +154.8% | +145.1% |
| 3Y | +650.8% | -4.4% | +655.2% | +560.5% |
| 5Y | +358.4% | -76.0% | +434.4% | +391.6% |
| All | +268.4% | -76.8% | +345.2% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling