+1,298.9%
COHR vs TRU
+147.2%
+1,151.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.7% |
| 7D | +8.3% | -2.7% | +11.1% | +9.7% |
| 30D | -14.1% | -2.0% | -12.1% | -14.2% |
| 3M | -16.0% | +18.4% | -34.5% | -26.8% |
| 6M | +21.5% | +8.9% | +12.6% | +8.8% |
| YTD | +65.4% | -8.9% | +74.4% | +59.8% |
| 1Y | +195.0% | -15.9% | +210.9% | +195.2% |
| 3Y | +830.2% | -1.1% | +831.2% | +720.2% |
| 5Y | +397.1% | -35.2% | +432.3% | +451.4% |
| All | +1,298.9% | +147.2% | +1,151.7% | +689.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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