+830.2%
COHR vs RY
+154.6%
+675.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -2.2% | +10.6% | +11.2% |
| 30D | -14.1% | -3.6% | -10.6% | -10.3% |
| 3M | -16.0% | +3.9% | -20.0% | -20.0% |
| 6M | +21.5% | +26.4% | -4.9% | -8.8% |
| YTD | +65.4% | +22.3% | +43.1% | +29.7% |
| 1Y | +195.0% | +43.7% | +151.3% | +94.0% |
| 3Y | +830.2% | +154.0% | +676.2% | +225.8% |
| All | +830.2% | +154.6% | +675.5% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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