+1,533.9%
COHR vs RUN
-34.5%
+1,568.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | +8.3% | -3.7% | +12.1% | +9.2% |
| 30D | -14.1% | -13.0% | -1.1% | -11.9% |
| 3M | -16.0% | -31.8% | +15.8% | -9.4% |
| 6M | +21.5% | -32.2% | +53.7% | +30.9% |
| YTD | +65.4% | -53.5% | +118.9% | +85.4% |
| 1Y | +195.0% | -46.5% | +241.5% | +220.1% |
| 3Y | +830.2% | -37.6% | +867.8% | +694.0% |
| 5Y | +397.1% | -80.9% | +478.0% | +394.8% |
| 10Y | +1,317.7% | +41.3% | +1,276.4% | +833.7% |
| All | +1,533.9% | -34.5% | +1,568.3% | +997.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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