+195.0%
COHR vs UMAC
+129.0%
+66.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.6% | +4.7% |
| 7D | +8.3% | -3.4% | +11.8% | +9.0% |
| 30D | -14.1% | -15.1% | +1.0% | -12.7% |
| 3M | -16.0% | -10.8% | -5.2% | -17.0% |
| 6M | +21.5% | +15.7% | +5.8% | +9.4% |
| YTD | +65.4% | +80.1% | -14.7% | +33.5% |
| 1Y | +195.0% | +116.7% | +78.3% | +129.5% |
| All | +195.0% | +129.0% | +66.0% | +129.5% |
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