+560.8%
COHR vs QS
-46.4%
+607.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.9% |
| 7D | +8.3% | -3.6% | +12.0% | +8.9% |
| 30D | -14.1% | -17.2% | +3.1% | -11.8% |
| 3M | -16.0% | -27.0% | +11.0% | -12.3% |
| 6M | +21.5% | -24.6% | +46.0% | +26.7% |
| YTD | +65.4% | -49.3% | +114.8% | +80.3% |
| 1Y | +195.0% | -40.3% | +235.4% | +211.8% |
| 3Y | +830.2% | -23.8% | +854.0% | +801.2% |
| 5Y | +397.1% | -75.0% | +472.1% | +391.9% |
| All | +560.8% | -46.4% | +607.2% | +698.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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