+830.2%
COHR vs UMC
+261.2%
+569.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.8% |
| 7D | +8.3% | +9.0% | -0.7% | +3.1% |
| 30D | -14.1% | +17.2% | -31.4% | -21.6% |
| 3M | -16.0% | +11.4% | -27.4% | -20.6% |
| 6M | +21.5% | +137.5% | -116.0% | -26.7% |
| YTD | +65.4% | +193.1% | -127.7% | -16.3% |
| 1Y | +195.0% | +240.3% | -45.3% | +32.3% |
| 3Y | +830.2% | +262.2% | +568.0% | +271.2% |
| All | +830.2% | +261.2% | +569.0% | +271.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling