+393.6%
COHR vs TRV
+162.8%
+230.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +4.1% |
| 7D | +8.3% | +1.9% | +6.4% | +8.3% |
| 30D | -14.1% | +1.7% | -15.8% | -14.2% |
| 3M | -16.0% | +23.9% | -39.9% | -17.7% |
| 6M | +21.5% | +26.3% | -4.8% | +18.5% |
| YTD | +65.4% | +30.8% | +34.6% | +60.3% |
| 1Y | +195.0% | +36.3% | +158.7% | +182.8% |
| 3Y | +830.2% | +145.0% | +685.1% | +652.6% |
| All | +393.6% | +162.8% | +230.7% | +277.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling