-46.0%
COHR vs RF
+9.0%
-54.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -6.1% |
| 7D | +13.1% | +1.9% | +11.2% | +13.0% |
| 30D | -17.2% | +7.3% | -24.5% | -16.5% |
| 3M | -33.3% | -7.9% | -25.4% | -32.4% |
| 6M | -46.0% | +10.5% | -56.5% | -54.7% |
| All | -46.0% | +9.0% | -54.9% | -54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling