+65,045.6%
COHR vs RVTY
+2,302.5%
+62,743.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.2% |
| 7D | +8.3% | -4.5% | +12.9% | +10.1% |
| 30D | -14.1% | +5.5% | -19.6% | -15.9% |
| 3M | -16.0% | +22.5% | -38.5% | -22.4% |
| 6M | +21.5% | +38.9% | -17.4% | +6.5% |
| YTD | +65.4% | +28.7% | +36.7% | +48.3% |
| 1Y | +195.0% | +45.5% | +149.5% | +152.6% |
| 3Y | +830.2% | +16.4% | +813.8% | +750.1% |
| 5Y | +397.1% | -32.7% | +429.8% | +449.1% |
| 10Y | +1,317.7% | +142.5% | +1,175.2% | +956.1% |
| All | +65,045.6% | +2,302.5% | +62,743.1% | +32,209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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