+1,185.3%
COHR vs PR
+169.5%
+1,015.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +6.8% |
| 7D | +1.0% | +2.9% | -2.0% | +0.5% |
| 30D | -14.1% | +18.0% | -32.2% | -16.3% |
| 3M | -33.2% | +16.9% | -50.1% | -34.9% |
| 6M | +2.5% | +28.2% | -25.7% | -1.7% |
| YTD | +52.7% | +69.3% | -16.6% | +40.5% |
| 1Y | +194.8% | +69.5% | +125.3% | +171.0% |
| 3Y | +650.8% | +81.7% | +569.1% | +584.2% |
| 5Y | +358.4% | +422.2% | -63.9% | +263.9% |
| 10Y | +1,191.2% | +110.4% | +1,080.8% | +1,093.1% |
| All | +1,185.3% | +169.5% | +1,015.8% | +1,048.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling