+830.2%
COHR vs RL
+202.0%
+628.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.7% |
| 7D | +8.3% | -3.4% | +11.8% | +10.8% |
| 30D | -14.1% | -14.4% | +0.3% | -4.7% |
| 3M | -16.0% | -13.6% | -2.4% | -8.2% |
| 6M | +21.5% | +0.6% | +20.9% | +16.7% |
| YTD | +65.4% | -3.6% | +69.1% | +62.7% |
| 1Y | +195.0% | +8.3% | +186.7% | +162.2% |
| 3Y | +830.2% | +204.8% | +625.4% | +335.1% |
| All | +830.2% | +202.0% | +628.2% | +335.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling