+830.2%
COHR vs TRV
+146.6%
+683.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.5% |
| 7D | +8.3% | +1.9% | +6.4% | +8.7% |
| 30D | -14.1% | +1.7% | -15.8% | -13.8% |
| 3M | -16.0% | +23.9% | -39.9% | -13.7% |
| 6M | +21.5% | +26.3% | -4.8% | +25.1% |
| YTD | +65.4% | +30.8% | +34.6% | +70.5% |
| 1Y | +195.0% | +36.3% | +158.7% | +203.0% |
| 3Y | +830.2% | +145.0% | +685.1% | +944.1% |
| All | +830.2% | +146.6% | +683.6% | +944.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling