+1,298.9%
COHR vs RF
+342.9%
+955.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +8.3% | -1.0% | +9.3% | +8.8% |
| 30D | -14.1% | -3.7% | -10.5% | -12.5% |
| 3M | -16.0% | +5.3% | -21.4% | -18.9% |
| 6M | +21.5% | +17.2% | +4.2% | +10.6% |
| YTD | +65.4% | +14.5% | +51.0% | +52.0% |
| 1Y | +195.0% | +15.9% | +179.1% | +168.5% |
| 3Y | +830.2% | +91.2% | +739.0% | +554.7% |
| 5Y | +397.1% | +90.0% | +307.1% | +247.9% |
| All | +1,298.9% | +342.9% | +955.9% | +558.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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