+1,243.0%
COHR vs PR
+87.0%
+1,156.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | +10.9% | -0.2% | +11.0% | +10.9% |
| 30D | -10.8% | +10.4% | -21.2% | -12.1% |
| 3M | -17.4% | +21.1% | -38.5% | -19.9% |
| 6M | +12.5% | +28.8% | -16.3% | +7.8% |
| YTD | +58.8% | +71.8% | -13.0% | +45.9% |
| 1Y | +183.3% | +73.3% | +110.0% | +159.6% |
| 3Y | +783.0% | +85.9% | +697.2% | +702.1% |
| 5Y | +377.2% | +421.8% | -44.5% | +278.5% |
| All | +1,243.0% | +87.0% | +1,156.0% | +1,169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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