+51.6%
COHR vs REPL
+125.1%
-73.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.0% |
| 7D | -18.6% | +28.8% | -47.4% | -19.1% |
| 30D | -41.5% | +57.3% | -98.9% | -42.2% |
| 3M | -39.7% | +73.6% | -113.3% | -40.6% |
| 6M | -40.9% | +582.8% | -623.7% | -41.7% |
| YTD | +5.7% | +112.9% | -107.2% | +5.7% |
| 1Y | +51.6% | +130.7% | -79.1% | +47.8% |
| All | +51.6% | +125.1% | -73.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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