+824.4%
COHR vs RF
+87.8%
+736.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +13.0% | -0.1% | +13.1% | +12.9% |
| 30D | -6.7% | -4.0% | -2.6% | -4.2% |
| 3M | -14.7% | +5.6% | -20.3% | -18.7% |
| 6M | +20.3% | +13.1% | +7.2% | +8.7% |
| YTD | +64.4% | +13.6% | +50.9% | +47.0% |
| 1Y | +205.9% | +16.0% | +189.9% | +168.5% |
| All | +824.4% | +87.8% | +736.6% | +463.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling