+393.6%
COHR vs ROP
-16.2%
+409.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -4.6% | +12.9% | +9.6% |
| 30D | -14.1% | -1.7% | -12.4% | -14.2% |
| 3M | -16.0% | +17.1% | -33.1% | -23.3% |
| 6M | +21.5% | +10.9% | +10.6% | +12.4% |
| YTD | +65.4% | -12.1% | +77.5% | +76.7% |
| 1Y | +195.0% | -24.2% | +219.3% | +253.3% |
| 3Y | +830.2% | -20.4% | +850.5% | +973.1% |
| All | +393.6% | -16.2% | +409.7% | +391.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling