+195.0%
COHR vs QS
-36.7%
+231.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.4% |
| 7D | +8.3% | -3.6% | +12.0% | +9.8% |
| 30D | -14.1% | -17.2% | +3.1% | -7.5% |
| 3M | -16.0% | -27.0% | +11.0% | -6.5% |
| 6M | +21.5% | -24.6% | +46.0% | +35.1% |
| YTD | +65.4% | -49.3% | +114.8% | +98.7% |
| 1Y | +195.0% | -40.3% | +235.4% | +224.4% |
| All | +195.0% | -36.7% | +231.7% | +224.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling