+126.2%
COHR vs Q
+79.8%
+46.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.1% |
| 7D | +8.3% | +4.9% | +3.4% | +4.3% |
| 30D | -14.1% | -11.0% | -3.2% | -5.3% |
| 3M | -16.0% | -15.2% | -0.8% | -1.7% |
| 6M | +21.5% | +8.8% | +12.6% | +22.6% |
| YTD | +65.4% | +55.1% | +10.4% | +41.5% |
| All | +126.2% | +79.8% | +46.5% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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