+195.0%
COHR vs REPL
+119.0%
+76.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.2% |
| 7D | +8.3% | -14.1% | +22.4% | +8.6% |
| 30D | -14.1% | -15.2% | +1.1% | -13.9% |
| 3M | -16.0% | +49.9% | -65.9% | -17.4% |
| 6M | +21.5% | +63.5% | -42.1% | +20.9% |
| YTD | +65.4% | +32.9% | +32.5% | +64.8% |
| 1Y | +195.0% | +115.0% | +80.0% | +190.4% |
| All | +195.0% | +119.0% | +76.0% | +190.4% |
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