+1,298.9%
COHR vs ROST
+317.9%
+981.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.8% | +3.1% |
| 7D | +8.3% | +0.2% | +8.1% | +8.2% |
| 30D | -14.1% | -6.9% | -7.3% | -11.7% |
| 3M | -16.0% | -3.3% | -12.7% | -15.7% |
| 6M | +21.5% | +9.0% | +12.4% | +14.6% |
| YTD | +65.4% | +28.9% | +36.6% | +43.9% |
| 1Y | +195.0% | +54.0% | +141.0% | +135.0% |
| 3Y | +830.2% | +100.7% | +729.4% | +561.1% |
| 5Y | +397.1% | +116.0% | +281.1% | +232.6% |
| All | +1,298.9% | +317.9% | +981.0% | +648.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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