+62,442.9%
COHR vs UDR
+2,776.7%
+59,666.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +10.9% | -3.4% | +14.3% | +12.3% |
| 30D | -10.8% | -5.4% | -5.3% | -9.1% |
| 3M | -17.4% | -10.0% | -7.4% | -14.7% |
| 6M | +12.5% | -2.5% | +15.0% | +12.4% |
| YTD | +58.8% | -1.1% | +60.0% | +57.0% |
| 1Y | +183.3% | -3.9% | +187.2% | +181.8% |
| 3Y | +783.0% | +3.4% | +779.6% | +757.5% |
| 5Y | +377.2% | -18.9% | +396.1% | +405.8% |
| 10Y | +1,261.0% | +46.8% | +1,214.2% | +1,029.4% |
| All | +62,442.9% | +2,776.7% | +59,666.2% | +28,615.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 all: compounded portfolio wealth divided by compounded UDR 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…
all analysis · Full analysis span regression · 6 months rolling