+830.2%
COHR vs RGEN
+2.2%
+828.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -1.4% | +9.8% | +8.9% |
| 30D | -14.1% | -0.3% | -13.8% | -14.2% |
| 3M | -16.0% | +23.9% | -39.9% | -23.1% |
| 6M | +21.5% | +38.5% | -17.1% | +4.8% |
| YTD | +65.4% | +0.8% | +64.6% | +62.5% |
| 1Y | +195.0% | +38.2% | +156.8% | +154.5% |
| 3Y | +830.2% | +1.3% | +828.9% | +805.9% |
| All | +830.2% | +2.2% | +828.0% | +805.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling