+244.4%
COHR vs RDW
-0.7%
+245.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.6% |
| 7D | +8.3% | +0.9% | +7.5% | +8.1% |
| 30D | -14.1% | -21.3% | +7.1% | -10.0% |
| 3M | -16.0% | -37.9% | +21.8% | -8.7% |
| 6M | +21.5% | +12.3% | +9.2% | +15.8% |
| YTD | +65.4% | +39.7% | +25.7% | +48.0% |
| 1Y | +195.0% | +25.7% | +169.3% | +162.2% |
| 3Y | +830.2% | +230.8% | +599.3% | +527.9% |
| 5Y | +397.1% | -8.8% | +405.9% | +248.4% |
| All | +244.4% | -0.7% | +245.1% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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