+830.2%
COHR vs PM
+131.2%
+698.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.3% |
| 7D | +8.3% | +4.7% | +3.7% | +9.5% |
| 30D | -14.1% | +2.6% | -16.8% | -13.4% |
| 3M | -16.0% | +6.6% | -22.6% | -14.7% |
| 6M | +21.5% | +16.5% | +5.0% | +24.1% |
| YTD | +65.4% | +21.2% | +44.3% | +70.6% |
| 1Y | +195.0% | +17.9% | +177.1% | +205.7% |
| 3Y | +830.2% | +129.8% | +700.3% | +764.8% |
| All | +830.2% | +131.2% | +698.9% | +764.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling