+830.2%
COHR vs RSG
+57.7%
+772.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.5% |
| 7D | +8.3% | 0.0% | +8.3% | +8.3% |
| 30D | -14.1% | +4.0% | -18.1% | -12.4% |
| 3M | -16.0% | +7.4% | -23.4% | -13.1% |
| 6M | +21.5% | +0.1% | +21.4% | +25.8% |
| YTD | +65.4% | +6.0% | +59.4% | +71.4% |
| 1Y | +195.0% | -3.0% | +198.0% | +212.1% |
| 3Y | +830.2% | +56.5% | +773.7% | +787.4% |
| All | +830.2% | +57.7% | +772.4% | +787.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling