+65,045.6%
COHR vs UL
+2,567.3%
+62,478.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +4.0% |
| 7D | +8.3% | -3.4% | +11.7% | +9.2% |
| 30D | -14.1% | +0.5% | -14.6% | -14.4% |
| 3M | -16.0% | +7.2% | -23.2% | -18.3% |
| 6M | +21.5% | -3.1% | +24.5% | +20.6% |
| YTD | +65.4% | -2.7% | +68.2% | +63.7% |
| 1Y | +195.0% | -10.2% | +205.3% | +196.9% |
| 3Y | +830.2% | +20.3% | +809.9% | +751.0% |
| 5Y | +397.1% | +19.9% | +377.2% | +351.7% |
| 10Y | +1,317.7% | +66.5% | +1,251.2% | +1,072.9% |
| All | +65,045.6% | +2,567.3% | +62,478.3% | +46,574.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling