+51.6%
COHR vs UMAC
+2.9%
+48.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -10.9% | +4.9% | -3.6% |
| 7D | -18.6% | -26.0% | +7.5% | -13.0% |
| 30D | -41.5% | -40.3% | -1.2% | -34.7% |
| 3M | -39.7% | -51.1% | +11.4% | -31.6% |
| 6M | -40.9% | -5.6% | -35.2% | -42.5% |
| YTD | +5.7% | +2.3% | +3.4% | -5.3% |
| 1Y | +51.6% | +7.9% | +43.7% | +32.6% |
| All | +51.6% | +2.9% | +48.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling