+830.2%
COHR vs ROL
-0.9%
+831.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.2% |
| 7D | +8.3% | -3.2% | +11.5% | +8.0% |
| 30D | -14.1% | -4.9% | -9.2% | -14.5% |
| 3M | -16.0% | -25.8% | +9.8% | -17.8% |
| 6M | +21.5% | -37.6% | +59.0% | +19.8% |
| YTD | +65.4% | -41.5% | +106.9% | +64.1% |
| 1Y | +195.0% | -39.5% | +234.5% | +192.0% |
| 3Y | +830.2% | +0.1% | +830.0% | +703.0% |
| All | +830.2% | -0.9% | +831.1% | +703.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling