+1,298.9%
COHR vs UMC
+1,863.6%
-564.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.0% |
| 7D | +8.3% | +9.0% | -0.7% | +3.9% |
| 30D | -14.1% | +17.2% | -31.4% | -20.6% |
| 3M | -16.0% | +11.4% | -27.4% | -20.0% |
| 6M | +21.5% | +137.5% | -116.0% | -20.8% |
| YTD | +65.4% | +193.1% | -127.7% | -4.7% |
| 1Y | +195.0% | +240.3% | -45.3% | +57.3% |
| 3Y | +830.2% | +262.2% | +568.0% | +383.0% |
| 5Y | +397.1% | +143.1% | +254.0% | +198.0% |
| All | +1,298.9% | +1,863.6% | -564.7% | +263.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling