+262.1%
COHR vs PL
+84.9%
+177.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.3% | +7.9% | +6.9% |
| 7D | +1.0% | -9.3% | +10.3% | +3.2% |
| 30D | -14.1% | -18.9% | +4.8% | -9.5% |
| 3M | -33.2% | -58.4% | +25.2% | -18.8% |
| 6M | +2.5% | -30.3% | +32.9% | +9.6% |
| YTD | +52.7% | -8.1% | +60.8% | +53.1% |
| 1Y | +194.8% | +180.5% | +14.3% | +123.0% |
| 3Y | +650.8% | +444.1% | +206.7% | +340.0% |
| 5Y | +358.4% | +83.0% | +275.4% | +187.4% |
| All | +262.1% | +84.9% | +177.2% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling