+21.0%
COHR vs RBRK
+46.9%
-25.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | 0.0% | +13.6% | +13.6% |
| 7D | -8.3% | -14.8% | +6.5% | -6.6% |
| 30D | -42.4% | -14.5% | -27.8% | -41.2% |
| 3M | -42.3% | +25.0% | -67.3% | -41.9% |
| 6M | -44.1% | +83.0% | -127.1% | -46.5% |
| YTD | +4.5% | +38.3% | -33.8% | +11.1% |
| 1Y | +21.0% | +47.8% | -26.8% | +27.4% |
| All | +21.0% | +46.9% | -25.8% | +27.4% |
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