+1,298.9%
COHR vs RL
+311.3%
+987.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.8% |
| 7D | +8.3% | -3.4% | +11.8% | +10.2% |
| 30D | -14.1% | -14.4% | +0.3% | -7.2% |
| 3M | -16.0% | -13.6% | -2.4% | -10.2% |
| 6M | +21.5% | +0.6% | +20.9% | +19.1% |
| YTD | +65.4% | -3.6% | +69.1% | +65.1% |
| 1Y | +195.0% | +8.3% | +186.7% | +176.7% |
| 3Y | +830.2% | +204.8% | +625.4% | +444.7% |
| 5Y | +397.1% | +232.9% | +164.2% | +176.1% |
| All | +1,298.9% | +311.3% | +987.6% | +639.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling