+46,438.7%
COHR vs RF
+1,453.4%
+44,985.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -6.3% |
| 7D | +13.1% | +1.9% | +11.2% | +12.6% |
| 30D | -17.2% | +7.3% | -24.5% | -18.7% |
| 3M | -33.3% | -7.9% | -25.4% | -32.0% |
| 6M | -46.0% | +10.5% | -56.5% | -47.6% |
| YTD | +18.2% | +9.6% | +8.5% | +14.6% |
| 1Y | +55.9% | +20.3% | +35.6% | +47.5% |
| 3Y | +544.7% | +119.5% | +425.1% | +427.3% |
| 5Y | +234.6% | +48.2% | +186.4% | +201.3% |
| 10Y | +656.2% | +234.3% | +421.9% | +448.9% |
| All | +46,438.7% | +1,453.4% | +44,985.2% | +28,731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling