+393.6%
COHR vs RDW
-9.1%
+402.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.9% |
| 3M | -16.0% | -37.9% | +21.8% | -8.6% |
| 6M | +21.5% | +12.3% | +9.2% | +15.7% |
| YTD | +65.4% | +39.7% | +25.7% | +47.9% |
| 1Y | +195.0% | +25.7% | +169.3% | +161.8% |
| 3Y | +830.2% | +230.8% | +599.3% | +523.2% |
| All | +393.6% | -9.1% | +402.6% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling