+830.2%
COHR vs TER
+280.0%
+550.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.4% |
| 7D | +8.3% | +6.4% | +2.0% | +3.9% |
| 30D | -14.1% | -5.7% | -8.5% | -10.1% |
| 3M | -16.0% | -0.4% | -15.6% | -15.0% |
| 6M | +21.5% | +25.8% | -4.4% | +2.2% |
| YTD | +65.4% | +96.4% | -31.0% | +3.0% |
| 1Y | +195.0% | +229.2% | -34.2% | +27.5% |
| 3Y | +830.2% | +288.1% | +542.0% | +217.5% |
| All | +830.2% | +280.0% | +550.1% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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