+7,487.0%
COHR vs TPR
+6,864.5%
+622.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.8% |
| 7D | +13.0% | -7.3% | +20.3% | +16.0% |
| 30D | -6.7% | -30.7% | +24.1% | +6.1% |
| 3M | -14.7% | -21.6% | +6.9% | -7.9% |
| 6M | +20.3% | -21.3% | +41.6% | +29.6% |
| YTD | +64.4% | -10.2% | +74.6% | +68.3% |
| 1Y | +205.9% | +9.5% | +196.4% | +188.4% |
| 3Y | +814.1% | +280.8% | +533.3% | +459.1% |
| 5Y | +387.4% | +218.7% | +168.7% | +212.3% |
| 10Y | +1,308.9% | +306.7% | +1,002.2% | +632.4% |
| All | +7,487.0% | +6,864.5% | +622.5% | +1,942.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling