+21.5%
COHR vs RRX
-18.2%
+39.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +1.1% |
| 7D | +8.3% | -0.3% | +8.7% | +8.7% |
| 30D | -14.1% | -6.1% | -8.0% | -9.3% |
| 3M | -16.0% | -23.1% | +7.0% | +3.5% |
| 6M | +21.5% | -19.5% | +41.0% | +42.0% |
| All | +21.5% | -18.2% | +39.7% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 6mo: compounded portfolio wealth divided by compounded RRX 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…
6mo analysis · Full analysis span regression · 6 months rolling