+1,298.9%
COHR vs RCL
+346.0%
+952.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.0% |
| 7D | +8.3% | -1.9% | +10.2% | +9.0% |
| 30D | -14.1% | -15.5% | +1.4% | -9.3% |
| 3M | -16.0% | -9.7% | -6.3% | -13.4% |
| 6M | +21.5% | -8.7% | +30.2% | +24.0% |
| YTD | +65.4% | -5.8% | +71.2% | +64.8% |
| 1Y | +195.0% | -24.5% | +219.5% | +213.5% |
| 3Y | +830.2% | +173.9% | +656.2% | +567.7% |
| 5Y | +397.1% | +228.0% | +169.1% | +223.8% |
| All | +1,298.9% | +346.0% | +952.8% | +876.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling