+16,748.0%
COHR vs RY
+11,313.7%
+5,434.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -2.2% | +10.6% | +9.8% |
| 30D | -14.1% | -3.6% | -10.6% | -12.2% |
| 3M | -16.0% | +3.9% | -20.0% | -17.9% |
| 6M | +21.5% | +26.4% | -4.9% | +5.5% |
| YTD | +65.4% | +22.3% | +43.1% | +47.0% |
| 1Y | +195.0% | +43.7% | +151.3% | +138.5% |
| 3Y | +830.2% | +154.0% | +676.2% | +440.3% |
| 5Y | +397.1% | +137.6% | +259.5% | +203.5% |
| 10Y | +1,317.7% | +373.4% | +944.3% | +503.9% |
| All | +16,748.0% | +11,313.7% | +5,434.3% | +2,384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling