+13,023.5%
COHR vs RL
+1,301.1%
+11,722.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.7% |
| 7D | +13.0% | -0.3% | +13.2% | +13.0% |
| 30D | -6.7% | -17.5% | +10.9% | -0.3% |
| 3M | -14.7% | -14.0% | -0.7% | -10.6% |
| 6M | +20.3% | -2.0% | +22.2% | +20.1% |
| YTD | +64.4% | -4.6% | +69.0% | +65.3% |
| 1Y | +205.9% | +9.5% | +196.4% | +193.1% |
| 3Y | +814.1% | +200.5% | +613.6% | +539.0% |
| 5Y | +387.4% | +226.3% | +161.1% | +230.2% |
| 10Y | +1,308.9% | +304.8% | +1,004.1% | +750.7% |
| All | +13,023.5% | +1,301.1% | +11,722.4% | +5,583.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling