+830.2%
COHR vs RJF
+69.0%
+761.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -2.7% | +11.1% | +10.3% |
| 30D | -14.1% | -4.3% | -9.9% | -11.9% |
| 3M | -16.0% | +15.7% | -31.7% | -26.6% |
| 6M | +21.5% | +17.8% | +3.7% | +3.7% |
| YTD | +65.4% | +9.2% | +56.3% | +48.6% |
| 1Y | +195.0% | +2.8% | +192.2% | +179.5% |
| 3Y | +830.2% | +69.5% | +760.7% | +519.0% |
| All | +830.2% | +69.0% | +761.1% | +519.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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