+292.3%
COHR vs PL
+67.9%
+224.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.5% |
| 7D | +8.3% | -9.2% | +17.6% | +10.8% |
| 30D | -14.1% | -32.9% | +18.7% | -5.7% |
| 3M | -16.0% | -51.9% | +35.8% | -0.6% |
| 6M | +21.5% | -35.3% | +56.8% | +32.1% |
| YTD | +65.4% | -16.6% | +82.0% | +69.6% |
| 1Y | +195.0% | +70.1% | +124.9% | +155.1% |
| 3Y | +830.2% | +479.2% | +350.9% | +442.6% |
| 5Y | +397.1% | +65.9% | +331.2% | +218.6% |
| All | +292.3% | +67.9% | +224.4% | +147.7% |
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