+62,442.9%
COHR vs T
+1,908.7%
+60,534.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.8% |
| 7D | +10.9% | -2.4% | +13.3% | +11.6% |
| 30D | -10.8% | +4.3% | -15.1% | -12.1% |
| 3M | -17.4% | +11.6% | -28.9% | -20.7% |
| 6M | +12.5% | -5.6% | +18.1% | +12.8% |
| YTD | +58.8% | +6.6% | +52.3% | +52.8% |
| 1Y | +183.3% | -8.4% | +191.7% | +184.0% |
| 3Y | +783.0% | +107.8% | +675.2% | +556.4% |
| 5Y | +377.2% | +68.3% | +309.0% | +274.6% |
| 10Y | +1,261.0% | +71.1% | +1,189.9% | +953.4% |
| All | +62,442.9% | +1,908.7% | +60,534.3% | +39,999.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling