+1,298.9%
COHR vs TPR
+327.7%
+971.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.2% |
| 7D | +8.3% | -3.0% | +11.3% | +9.6% |
| 30D | -14.1% | -22.6% | +8.5% | -4.8% |
| 3M | -16.0% | -18.2% | +2.2% | -9.8% |
| 6M | +21.5% | -18.0% | +39.4% | +29.9% |
| YTD | +65.4% | -6.4% | +71.8% | +66.6% |
| 1Y | +195.0% | +12.3% | +182.7% | +171.3% |
| 3Y | +830.2% | +298.7% | +531.5% | +416.5% |
| 5Y | +397.1% | +232.5% | +164.6% | +190.7% |
| All | +1,298.9% | +327.7% | +971.1% | +620.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling