+393.6%
COHR vs T
+70.6%
+322.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +4.4% |
| 7D | +8.3% | +1.5% | +6.9% | +8.6% |
| 30D | -14.1% | +7.5% | -21.6% | -13.3% |
| 3M | -16.0% | +14.8% | -30.8% | -14.3% |
| 6M | +21.5% | -1.7% | +23.2% | +23.0% |
| YTD | +65.4% | +8.7% | +56.8% | +67.9% |
| 1Y | +195.0% | -7.5% | +202.5% | +200.2% |
| 3Y | +830.2% | +110.2% | +719.9% | +694.5% |
| All | +393.6% | +70.6% | +322.9% | +389.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling