+1,298.9%
COHR vs RNG
+222.9%
+1,076.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +8.3% | -6.1% | +14.4% | +10.1% |
| 30D | -14.1% | +9.6% | -23.7% | -16.9% |
| 3M | -16.0% | +83.3% | -99.3% | -32.0% |
| 6M | +21.5% | +77.9% | -56.5% | -3.7% |
| YTD | +65.4% | +139.9% | -74.5% | +14.4% |
| 1Y | +195.0% | +121.7% | +73.4% | +108.8% |
| 3Y | +830.2% | +121.9% | +708.3% | +523.1% |
| 5Y | +397.1% | -68.4% | +465.5% | +461.2% |
| All | +1,298.9% | +222.9% | +1,076.0% | +521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling