+195.0%
COHR vs RGEN
+38.7%
+156.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -1.4% | +9.8% | +8.6% |
| 30D | -14.1% | -0.3% | -13.8% | -14.1% |
| 3M | -16.0% | +23.9% | -39.9% | -19.3% |
| 6M | +21.5% | +38.5% | -17.1% | +10.7% |
| YTD | +65.4% | +0.8% | +64.6% | +77.1% |
| 1Y | +195.0% | +38.2% | +156.8% | +181.5% |
| All | +195.0% | +38.7% | +156.3% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling