+11,461.1%
COHR vs RBA
+3,468.6%
+7,992.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +13.0% | -1.9% | +14.9% | +13.5% |
| 30D | -6.7% | -13.0% | +6.3% | -3.5% |
| 3M | -14.7% | -23.1% | +8.4% | -9.4% |
| 6M | +20.3% | -22.6% | +42.9% | +27.4% |
| YTD | +64.4% | -20.4% | +84.8% | +72.1% |
| 1Y | +205.9% | -29.6% | +235.5% | +230.1% |
| 3Y | +814.1% | +26.6% | +787.5% | +737.6% |
| 5Y | +387.4% | +38.2% | +349.2% | +329.9% |
| 10Y | +1,308.9% | +194.7% | +1,114.2% | +916.5% |
| All | +11,461.1% | +3,468.6% | +7,992.6% | +7,252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling