+393.6%
COHR vs TROW
-39.3%
+432.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +5.1% |
| 7D | +8.3% | -3.2% | +11.5% | +11.1% |
| 30D | -14.1% | -4.6% | -9.5% | -11.0% |
| 3M | -16.0% | -0.7% | -15.4% | -17.3% |
| 6M | +21.5% | +22.2% | -0.7% | +0.5% |
| YTD | +65.4% | +6.6% | +58.8% | +52.3% |
| 1Y | +195.0% | +5.8% | +189.2% | +173.0% |
| 3Y | +830.2% | +11.6% | +818.5% | +726.8% |
| All | +393.6% | -39.3% | +432.9% | +547.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling