+894.8%
COHR vs PR
+167.7%
+727.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -6.2% |
| 7D | +13.1% | +6.0% | +7.2% | +12.2% |
| 30D | -17.2% | -4.2% | -13.0% | -16.6% |
| 3M | -33.3% | +10.0% | -43.3% | -34.3% |
| 6M | -46.0% | +15.6% | -61.6% | -47.3% |
| YTD | +18.2% | +68.2% | -50.0% | +8.8% |
| 1Y | +55.9% | +79.2% | -23.3% | +42.1% |
| 3Y | +544.7% | +94.9% | +449.7% | +483.1% |
| 5Y | +234.6% | +272.8% | -38.2% | +174.9% |
| 10Y | +656.2% | +84.6% | +571.6% | +612.4% |
| All | +894.8% | +167.7% | +727.1% | +788.7% |
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