+13,378.4%
COHR vs RMBS
+1,364.8%
+12,013.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | +8.3% | +1.8% | +6.6% | +8.0% |
| 30D | -14.1% | -13.9% | -0.2% | -11.2% |
| 3M | -16.0% | -39.8% | +23.8% | -5.8% |
| 6M | +21.5% | -6.0% | +27.5% | +24.8% |
| YTD | +65.4% | -5.4% | +70.8% | +68.5% |
| 1Y | +195.0% | -1.8% | +196.8% | +199.0% |
| 3Y | +830.2% | +53.7% | +776.5% | +764.9% |
| 5Y | +397.1% | +268.5% | +128.6% | +301.8% |
| 10Y | +1,317.7% | +563.9% | +753.8% | +957.6% |
| All | +13,378.4% | +1,364.8% | +12,013.6% | +6,724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling