+1,298.9%
COHR vs QSR
+135.2%
+1,163.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +3.9% |
| 7D | +8.3% | -4.0% | +12.3% | +10.1% |
| 30D | -14.1% | +2.8% | -16.9% | -15.4% |
| 3M | -16.0% | +5.1% | -21.1% | -18.6% |
| 6M | +21.5% | +8.8% | +12.7% | +14.5% |
| YTD | +65.4% | +14.8% | +50.6% | +51.1% |
| 1Y | +195.0% | +25.7% | +169.3% | +156.9% |
| 3Y | +830.2% | +27.5% | +802.6% | +690.1% |
| 5Y | +397.1% | +41.3% | +355.8% | +297.8% |
| All | +1,298.9% | +135.2% | +1,163.7% | +784.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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