+830.2%
COHR vs RRC
+29.5%
+800.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.7% |
| 7D | +8.3% | -1.8% | +10.1% | +9.0% |
| 30D | -14.1% | +2.7% | -16.8% | -15.2% |
| 3M | -16.0% | +8.8% | -24.8% | -20.2% |
| 6M | +21.5% | -1.2% | +22.6% | +20.2% |
| YTD | +65.4% | +17.6% | +47.9% | +49.2% |
| 1Y | +195.0% | +18.4% | +176.6% | +161.9% |
| 3Y | +830.2% | +33.1% | +797.1% | +698.4% |
| All | +830.2% | +29.5% | +800.7% | +698.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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