+387.4%
COHR vs PL
+72.5%
+314.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.3% |
| 7D | +13.0% | -13.9% | +26.8% | +16.9% |
| 30D | -6.7% | -25.5% | +18.8% | +0.1% |
| 3M | -14.7% | -44.8% | +30.0% | -2.3% |
| 6M | +20.3% | -33.3% | +53.6% | +29.8% |
| YTD | +64.4% | -12.7% | +77.1% | +66.8% |
| 1Y | +205.9% | +90.9% | +115.0% | +157.7% |
| 3Y | +814.1% | +528.5% | +285.6% | +424.1% |
| 5Y | +387.4% | +72.7% | +314.6% | +193.8% |
| All | +387.4% | +72.5% | +314.8% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling