+195.0%
COHR vs PM
+19.3%
+175.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.5% |
| 7D | +8.3% | +4.7% | +3.7% | +10.9% |
| 30D | -14.1% | +2.6% | -16.8% | -12.6% |
| 3M | -16.0% | +6.6% | -22.6% | -12.8% |
| 6M | +21.5% | +16.5% | +5.0% | +27.5% |
| YTD | +65.4% | +21.2% | +44.3% | +85.3% |
| 1Y | +195.0% | +17.9% | +177.1% | +225.8% |
| All | +195.0% | +19.3% | +175.7% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling