+1,298.9%
COHR vs RSG
+428.9%
+869.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | +8.3% | 0.0% | +8.3% | +8.3% |
| 30D | -14.1% | +4.0% | -18.1% | -15.4% |
| 3M | -16.0% | +7.4% | -23.4% | -19.1% |
| 6M | +21.5% | +0.1% | +21.4% | +19.4% |
| YTD | +65.4% | +6.0% | +59.4% | +57.6% |
| 1Y | +195.0% | -3.0% | +198.0% | +191.7% |
| 3Y | +830.2% | +56.5% | +773.7% | +587.3% |
| 5Y | +397.1% | +90.9% | +306.2% | +215.0% |
| All | +1,298.9% | +428.9% | +869.9% | +346.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling