+377.2%
COHR vs RY
+135.2%
+242.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | +10.9% | -2.9% | +13.7% | +14.4% |
| 30D | -10.8% | -2.0% | -8.7% | -8.6% |
| 3M | -17.4% | +4.9% | -22.2% | -21.8% |
| 6M | +12.5% | +26.1% | -13.7% | -13.5% |
| YTD | +58.8% | +22.4% | +36.5% | +26.9% |
| 1Y | +183.3% | +44.7% | +138.5% | +89.7% |
| 3Y | +783.0% | +155.7% | +627.4% | +223.9% |
| 5Y | +377.2% | +137.7% | +239.6% | +89.2% |
| All | +377.2% | +135.2% | +242.0% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling