+233.8%
COHR vs RF
+47.5%
+186.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -6.8% |
| 7D | +13.1% | +1.9% | +11.2% | +11.9% |
| 30D | -17.2% | +7.3% | -24.5% | -20.9% |
| 3M | -33.3% | -7.9% | -25.4% | -30.0% |
| 6M | -46.0% | +10.5% | -56.5% | -50.1% |
| YTD | +18.2% | +9.6% | +8.5% | +8.4% |
| 1Y | +55.9% | +20.3% | +35.6% | +34.2% |
| 3Y | +544.7% | +119.5% | +425.1% | +274.1% |
| All | +233.8% | +47.5% | +186.4% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling