+51.6%
COHR vs RIG
+43.0%
+8.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.6% | +1.7% | -4.8% |
| 7D | -18.6% | -18.8% | +0.2% | -16.0% |
| 30D | -41.5% | -1.1% | -40.4% | -41.5% |
| 3M | -39.7% | +4.4% | -44.1% | -41.0% |
| 6M | -40.9% | -20.8% | -20.1% | -39.3% |
| YTD | +5.7% | +32.0% | -26.3% | -16.7% |
| 1Y | +51.6% | +39.7% | +11.8% | +13.0% |
| All | +51.6% | +43.0% | +8.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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