+830.2%
COHR vs RBA
+29.8%
+800.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.0% |
| 7D | +8.3% | +0.1% | +8.3% | +8.3% |
| 30D | -14.1% | -2.9% | -11.2% | -13.5% |
| 3M | -16.0% | -20.9% | +4.9% | -10.7% |
| 6M | +21.5% | -17.7% | +39.1% | +26.7% |
| YTD | +65.4% | -18.2% | +83.6% | +71.5% |
| 1Y | +195.0% | -29.1% | +224.1% | +229.3% |
| 3Y | +830.2% | +29.5% | +800.6% | +686.3% |
| All | +830.2% | +29.8% | +800.4% | +686.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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