+26.1%
COHR vs RSG
+21.1%
+5.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +1.6% | -14.6% | -9.8% |
| 7D | -28.4% | +5.6% | -34.0% | -19.7% |
| 30D | -49.8% | +16.1% | -66.0% | -31.9% |
| 3M | -48.3% | +20.5% | -68.8% | -25.0% |
| 6M | -49.4% | +22.7% | -72.1% | -22.5% |
| YTD | -8.0% | +18.7% | -26.7% | +44.9% |
| 1Y | +26.1% | +21.9% | +4.2% | +117.3% |
| All | +26.1% | +21.1% | +5.0% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling