+180.2%
COHR vs PL
+40.9%
+139.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.8% |
| 7D | +13.1% | +10.0% | +3.1% | +10.7% |
| 30D | -17.2% | -2.3% | -14.9% | -16.0% |
| 3M | -33.3% | -44.2% | +10.9% | -22.8% |
| 6M | -46.0% | -66.1% | +20.1% | -30.6% |
| YTD | +18.2% | -30.0% | +48.2% | +27.3% |
| 1Y | +55.9% | +21.0% | +34.8% | +47.7% |
| 3Y | +544.7% | +516.5% | +28.1% | +280.6% |
| 5Y | +234.6% | +32.0% | +202.6% | +130.4% |
| All | +180.2% | +40.9% | +139.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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