+534.4%
COHR vs QS
-47.4%
+581.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | +10.9% | -5.0% | +15.8% | +11.6% |
| 30D | -10.8% | -18.3% | +7.5% | -8.2% |
| 3M | -17.4% | -26.0% | +8.6% | -13.9% |
| 6M | +12.5% | -24.0% | +36.5% | +17.2% |
| YTD | +58.8% | -50.3% | +109.1% | +73.5% |
| 1Y | +183.3% | -38.0% | +221.2% | +198.1% |
| 3Y | +783.0% | -24.6% | +807.6% | +757.2% |
| 5Y | +377.2% | -75.4% | +452.7% | +373.5% |
| All | +534.4% | -47.4% | +581.8% | +668.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling