+592.1%
COHR vs REPL
-9.7%
+601.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +13.0% | -9.6% | +22.5% | +13.8% |
| 30D | -6.7% | +5.7% | -12.4% | -7.2% |
| 3M | -14.7% | +56.4% | -71.1% | -20.5% |
| 6M | +20.3% | +67.4% | -47.2% | +3.2% |
| YTD | +64.4% | +48.7% | +15.8% | +42.1% |
| 1Y | +205.9% | +148.3% | +57.6% | +137.3% |
| 3Y | +814.1% | -26.7% | +840.8% | +561.6% |
| 5Y | +387.4% | -54.1% | +441.5% | +266.6% |
| All | +592.1% | -9.7% | +601.8% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling