+393.6%
COHR vs UL
+18.7%
+374.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +4.2% |
| 7D | +8.3% | -3.4% | +11.7% | +8.0% |
| 30D | -14.1% | +0.5% | -14.6% | -14.1% |
| 3M | -16.0% | +7.2% | -23.2% | -16.1% |
| 6M | +21.5% | -3.1% | +24.5% | +22.6% |
| YTD | +65.4% | -2.7% | +68.2% | +66.2% |
| 1Y | +195.0% | -10.2% | +205.3% | +200.1% |
| 3Y | +830.2% | +20.3% | +809.9% | +736.8% |
| All | +393.6% | +18.7% | +374.9% | +338.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling