+393.6%
COHR vs U
-67.0%
+460.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +2.9% |
| 7D | +8.3% | +5.5% | +2.8% | +6.8% |
| 30D | -14.1% | -1.3% | -12.9% | -14.1% |
| 3M | -16.0% | +64.6% | -80.6% | -27.4% |
| 6M | +21.5% | +119.4% | -97.9% | -4.4% |
| YTD | +65.4% | -0.5% | +65.9% | +57.3% |
| 1Y | +195.0% | +1.3% | +193.7% | +177.2% |
| 3Y | +830.2% | +15.6% | +814.5% | +674.1% |
| All | +393.6% | -67.0% | +460.5% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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