+65,045.6%
COHR vs RRX
+3,890.5%
+61,155.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +2.5% |
| 7D | +8.3% | -0.3% | +8.7% | +8.5% |
| 30D | -14.1% | -6.1% | -8.0% | -11.5% |
| 3M | -16.0% | -23.1% | +7.0% | -5.1% |
| 6M | +21.5% | -19.5% | +41.0% | +34.9% |
| YTD | +65.4% | +16.1% | +49.4% | +55.9% |
| 1Y | +195.0% | +12.9% | +182.1% | +180.5% |
| 3Y | +830.2% | +7.9% | +822.2% | +791.1% |
| 5Y | +397.1% | +19.1% | +378.0% | +357.7% |
| 10Y | +1,317.7% | +225.8% | +1,091.9% | +792.9% |
| All | +65,045.6% | +3,890.5% | +61,155.1% | +25,524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling