+1,298.9%
COHR vs TROW
+130.0%
+1,168.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +5.1% |
| 7D | +8.3% | -3.2% | +11.5% | +11.0% |
| 30D | -14.1% | -4.6% | -9.5% | -11.1% |
| 3M | -16.0% | -0.7% | -15.4% | -17.1% |
| 6M | +21.5% | +22.2% | -0.7% | +1.8% |
| YTD | +65.4% | +6.6% | +58.8% | +53.4% |
| 1Y | +195.0% | +5.8% | +189.2% | +175.0% |
| 3Y | +830.2% | +11.6% | +818.5% | +744.1% |
| 5Y | +397.1% | -38.9% | +436.0% | +588.4% |
| All | +1,298.9% | +130.0% | +1,168.8% | +828.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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