+1,298.9%
COHR vs RIG
-41.2%
+1,340.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.5% |
| 7D | +8.3% | -3.1% | +11.4% | +8.9% |
| 30D | -14.1% | -0.5% | -13.6% | -14.2% |
| 3M | -16.0% | -6.0% | -10.0% | -15.5% |
| 6M | +21.5% | -10.1% | +31.6% | +22.4% |
| YTD | +65.4% | +37.3% | +28.2% | +53.5% |
| 1Y | +195.0% | +73.9% | +121.1% | +161.5% |
| 3Y | +830.2% | -30.2% | +860.3% | +828.6% |
| 5Y | +397.1% | +62.5% | +334.6% | +307.2% |
| All | +1,298.9% | -41.2% | +1,340.0% | +973.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling