+17,043.6%
COHR vs RSG
+2,015.5%
+15,028.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.0% |
| 7D | +8.3% | 0.0% | +8.3% | +8.3% |
| 30D | -14.1% | +4.0% | -18.1% | -15.1% |
| 3M | -16.0% | +7.4% | -23.4% | -18.2% |
| 6M | +21.5% | +0.1% | +21.4% | +19.7% |
| YTD | +65.4% | +6.0% | +59.4% | +60.2% |
| 1Y | +195.0% | -3.0% | +198.0% | +191.4% |
| 3Y | +830.2% | +56.5% | +773.7% | +697.9% |
| 5Y | +397.1% | +90.9% | +306.2% | +299.9% |
| 10Y | +1,317.7% | +428.7% | +889.0% | +779.0% |
| All | +17,043.6% | +2,015.5% | +15,028.0% | +9,041.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling