+64,642.4%
COHR vs ROL
+8,694.2%
+55,948.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +13.0% | -3.3% | +16.2% | +14.3% |
| 30D | -6.7% | -7.2% | +0.6% | -4.3% |
| 3M | -14.7% | -27.0% | +12.2% | -5.5% |
| 6M | +20.3% | -39.5% | +59.8% | +42.0% |
| YTD | +64.4% | -41.8% | +106.2% | +96.2% |
| 1Y | +205.9% | -38.9% | +244.7% | +254.5% |
| 3Y | +814.1% | -0.4% | +814.5% | +760.1% |
| 5Y | +387.4% | -4.2% | +391.6% | +353.4% |
| 10Y | +1,308.9% | +208.2% | +1,100.7% | +729.3% |
| All | +64,642.4% | +8,694.2% | +55,948.2% | +24,017.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling