+393.6%
COHR vs RMD
-23.0%
+416.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +8.3% | -4.4% | +12.8% | +9.7% |
| 30D | -14.1% | -3.1% | -11.0% | -13.6% |
| 3M | -16.0% | +13.8% | -29.8% | -21.2% |
| 6M | +21.5% | -8.6% | +30.0% | +23.8% |
| YTD | +65.4% | -8.6% | +74.1% | +68.4% |
| 1Y | +195.0% | -19.7% | +214.7% | +215.7% |
| 3Y | +830.2% | +48.4% | +781.8% | +634.2% |
| All | +393.6% | -23.0% | +416.6% | +414.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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