+830.2%
COHR vs ROP
-19.1%
+849.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -4.6% | +12.9% | +8.0% |
| 30D | -14.1% | -1.7% | -12.4% | -14.3% |
| 3M | -16.0% | +17.1% | -33.1% | -18.5% |
| 6M | +21.5% | +10.9% | +10.6% | +19.1% |
| YTD | +65.4% | -12.1% | +77.5% | +85.6% |
| 1Y | +195.0% | -24.2% | +219.3% | +274.3% |
| 3Y | +830.2% | -20.4% | +850.5% | +976.2% |
| All | +830.2% | -19.1% | +849.3% | +976.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling