+393.6%
COHR vs RMBS
+265.4%
+128.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.0% |
| 7D | +8.3% | +1.8% | +6.6% | +7.3% |
| 30D | -14.1% | -13.9% | -0.2% | -5.5% |
| 3M | -16.0% | -39.8% | +23.8% | +14.9% |
| 6M | +21.5% | -6.0% | +27.5% | +25.6% |
| YTD | +65.4% | -5.4% | +70.8% | +64.0% |
| 1Y | +195.0% | -1.8% | +196.8% | +183.0% |
| 3Y | +830.2% | +53.7% | +776.5% | +521.5% |
| All | +393.6% | +265.4% | +128.1% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling