+830.2%
COHR vs T
+111.0%
+719.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +5.3% |
| 7D | +8.3% | +1.5% | +6.9% | +9.3% |
| 30D | -14.1% | +7.5% | -21.6% | -10.2% |
| 3M | -16.0% | +14.8% | -30.8% | -7.8% |
| 6M | +21.5% | -1.7% | +23.2% | +24.1% |
| YTD | +65.4% | +8.7% | +56.8% | +78.6% |
| 1Y | +195.0% | -7.5% | +202.5% | +196.4% |
| 3Y | +830.2% | +110.2% | +719.9% | +1,083.5% |
| All | +830.2% | +111.0% | +719.2% | +1,083.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling