+830.2%
COHR vs RSP
+52.2%
+778.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +2.5% |
| 7D | +8.3% | -1.9% | +10.2% | +12.6% |
| 30D | -14.1% | -2.8% | -11.3% | -9.4% |
| 3M | -16.0% | +2.8% | -18.8% | -21.6% |
| 6M | +21.5% | +10.2% | +11.3% | -1.5% |
| YTD | +65.4% | +13.1% | +52.4% | +26.8% |
| 1Y | +195.0% | +14.8% | +180.2% | +119.9% |
| 3Y | +830.2% | +52.6% | +777.5% | +301.5% |
| All | +830.2% | +52.2% | +778.0% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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