+5,428.6%
COHR vs UMC
+292.0%
+5,136.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.4% |
| 7D | +8.3% | +9.0% | -0.7% | +5.4% |
| 30D | -14.1% | +17.2% | -31.4% | -18.4% |
| 3M | -16.0% | +11.4% | -27.4% | -18.3% |
| 6M | +21.5% | +137.5% | -116.0% | -8.0% |
| YTD | +65.4% | +193.1% | -127.7% | +16.0% |
| 1Y | +195.0% | +240.3% | -45.3% | +97.0% |
| 3Y | +830.2% | +262.2% | +568.0% | +513.3% |
| 5Y | +397.1% | +143.1% | +254.0% | +268.2% |
| 10Y | +1,317.7% | +1,853.0% | -535.3% | +461.8% |
| All | +5,428.6% | +292.0% | +5,136.6% | +1,963.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling