+387.4%
COHR vs PR
+429.1%
-41.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +13.0% | -0.8% | +13.8% | +13.3% |
| 30D | -6.7% | +11.3% | -17.9% | -9.9% |
| 3M | -14.7% | +24.1% | -38.8% | -21.3% |
| 6M | +20.3% | +25.4% | -5.1% | +9.8% |
| YTD | +64.4% | +71.2% | -6.8% | +34.5% |
| 1Y | +205.9% | +78.6% | +127.2% | +145.7% |
| 3Y | +814.1% | +85.2% | +728.8% | +619.8% |
| 5Y | +387.4% | +419.0% | -31.6% | +187.5% |
| All | +387.4% | +429.1% | -41.7% | +187.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling