+393.6%
COHR vs RNG
-68.4%
+461.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +8.3% | -6.1% | +14.4% | +9.8% |
| 30D | -14.1% | +9.6% | -23.7% | -16.5% |
| 3M | -16.0% | +83.3% | -99.3% | -29.9% |
| 6M | +21.5% | +77.9% | -56.5% | -0.6% |
| YTD | +65.4% | +139.9% | -74.5% | +18.8% |
| 1Y | +195.0% | +121.7% | +73.4% | +116.8% |
| 3Y | +830.2% | +121.9% | +708.3% | +546.2% |
| All | +393.6% | -68.4% | +461.9% | +400.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling