+51.6%
COHR vs RL
+34.3%
+17.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.5% | -7.4% |
| 7D | -18.6% | +5.8% | -24.3% | -20.1% |
| 30D | -41.5% | +12.7% | -54.3% | -43.9% |
| 3M | -39.7% | +9.3% | -49.1% | -41.9% |
| 6M | -40.9% | +16.9% | -57.8% | -45.0% |
| YTD | +5.7% | +17.5% | -11.8% | -4.3% |
| 1Y | +51.6% | +34.6% | +16.9% | +25.3% |
| All | +51.6% | +34.3% | +17.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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