+393.6%
COHR vs RF
+87.6%
+305.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +8.3% | -1.0% | +9.3% | +9.0% |
| 30D | -14.1% | -3.7% | -10.5% | -12.2% |
| 3M | -16.0% | +5.3% | -21.4% | -19.6% |
| 6M | +21.5% | +17.2% | +4.2% | +7.9% |
| YTD | +65.4% | +14.5% | +51.0% | +48.5% |
| 1Y | +195.0% | +15.9% | +179.1% | +161.5% |
| 3Y | +830.2% | +91.2% | +739.0% | +492.5% |
| All | +393.6% | +87.6% | +305.9% | +223.5% |
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