+830.2%
COHR vs UL
+20.7%
+809.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +4.5% |
| 7D | +8.3% | -3.4% | +11.7% | +6.2% |
| 30D | -14.1% | +0.5% | -14.6% | -13.6% |
| 3M | -16.0% | +7.2% | -23.2% | -11.9% |
| 6M | +21.5% | -3.1% | +24.5% | +24.0% |
| YTD | +65.4% | -2.7% | +68.2% | +68.9% |
| 1Y | +195.0% | -10.2% | +205.3% | +196.1% |
| 3Y | +830.2% | +20.3% | +809.9% | +761.3% |
| All | +830.2% | +20.7% | +809.5% | +761.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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