+21.5%
COHR vs TRU
+3.0%
+18.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.8% |
| 7D | +8.3% | -2.7% | +11.1% | +6.4% |
| 30D | -14.1% | -2.0% | -12.1% | -14.5% |
| 3M | -16.0% | +18.4% | -34.5% | -9.3% |
| 6M | +21.5% | +8.9% | +12.6% | +32.4% |
| All | +21.5% | +3.0% | +18.4% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling