+194.8%
COHR vs TPR
+18.2%
+176.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.7% |
| 7D | +1.0% | -2.7% | +3.6% | +1.8% |
| 30D | -14.1% | -23.3% | +9.1% | -6.8% |
| 3M | -33.2% | -12.8% | -20.4% | -31.0% |
| 6M | +2.5% | -21.7% | +24.3% | +8.6% |
| YTD | +52.7% | -3.9% | +56.6% | +59.6% |
| 1Y | +194.8% | +16.9% | +177.9% | +205.5% |
| All | +194.8% | +18.2% | +176.6% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling