+596.4%
COHR vs REPL
-19.2%
+615.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.3% |
| 7D | +8.3% | -14.1% | +22.4% | +9.6% |
| 30D | -14.1% | -15.2% | +1.1% | -13.2% |
| 3M | -16.0% | +49.9% | -65.9% | -21.4% |
| 6M | +21.5% | +63.5% | -42.1% | +4.2% |
| YTD | +65.4% | +32.9% | +32.5% | +44.2% |
| 1Y | +195.0% | +115.0% | +80.0% | +131.7% |
| 3Y | +830.2% | -34.7% | +864.9% | +579.4% |
| 5Y | +397.1% | -59.7% | +456.8% | +278.2% |
| All | +596.4% | -19.2% | +615.6% | +281.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling