+1,298.9%
COHR vs ROP
+135.6%
+1,163.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -4.6% | +12.9% | +10.9% |
| 30D | -14.1% | -1.7% | -12.4% | -14.1% |
| 3M | -16.0% | +17.1% | -33.1% | -26.9% |
| 6M | +21.5% | +10.9% | +10.6% | +7.3% |
| YTD | +65.4% | -12.1% | +77.5% | +69.2% |
| 1Y | +195.0% | -24.2% | +219.3% | +236.3% |
| 3Y | +830.2% | -20.4% | +850.5% | +923.9% |
| 5Y | +397.1% | -15.4% | +412.5% | +415.6% |
| All | +1,298.9% | +135.6% | +1,163.2% | +585.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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