+1,298.9%
COHR vs T
+75.2%
+1,223.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.8% |
| 7D | +8.3% | +1.5% | +6.9% | +8.0% |
| 30D | -14.1% | +7.5% | -21.6% | -15.4% |
| 3M | -16.0% | +14.8% | -30.8% | -18.8% |
| 6M | +21.5% | -1.7% | +23.2% | +21.4% |
| YTD | +65.4% | +8.7% | +56.8% | +60.3% |
| 1Y | +195.0% | -7.5% | +202.5% | +198.1% |
| 3Y | +830.2% | +110.2% | +719.9% | +555.9% |
| 5Y | +397.1% | +71.6% | +325.5% | +275.1% |
| All | +1,298.9% | +75.2% | +1,223.7% | +990.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling