+393.6%
COHR vs RBA
+39.4%
+354.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +2.8% |
| 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% | -9.8% |
| 6M | +21.5% | -17.7% | +39.1% | +28.0% |
| YTD | +65.4% | -18.2% | +83.6% | +73.4% |
| 1Y | +195.0% | -29.1% | +224.1% | +229.0% |
| 3Y | +830.2% | +29.5% | +800.6% | +687.5% |
| All | +393.6% | +39.4% | +354.2% | +265.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling