+194.8%
COHR vs RBRK
+6.4%
+188.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.5% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | -14.1% | +10.4% | -24.6% | -15.3% |
| 3M | -33.2% | +21.6% | -54.8% | -34.7% |
| 6M | +2.5% | +70.7% | -68.2% | -5.2% |
| YTD | +52.7% | +22.5% | +30.2% | +53.6% |
| 1Y | +194.8% | +8.2% | +186.5% | +203.0% |
| All | +194.8% | +6.4% | +188.3% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling