+194.8%
COHR vs UMC
+209.4%
-14.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.6% | +2.0% | +4.4% |
| 7D | +1.0% | +5.0% | -4.0% | -1.4% |
| 30D | -14.1% | +7.7% | -21.8% | -17.2% |
| 3M | -33.2% | +1.7% | -34.9% | -32.3% |
| 6M | +2.5% | +113.9% | -111.4% | -19.2% |
| YTD | +52.7% | +168.9% | -116.2% | +14.5% |
| 1Y | +194.8% | +207.2% | -12.4% | +116.0% |
| All | +194.8% | +209.4% | -14.7% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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