+830.2%
COHR vs UPS
-26.3%
+856.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +8.3% | -2.0% | +10.3% | +9.2% |
| 30D | -14.1% | -2.0% | -12.2% | -13.6% |
| 3M | -16.0% | -6.2% | -9.8% | -13.8% |
| 6M | +21.5% | +2.8% | +18.7% | +19.2% |
| YTD | +65.4% | +5.9% | +59.6% | +59.2% |
| 1Y | +195.0% | +26.2% | +168.8% | +160.1% |
| 3Y | +830.2% | -26.0% | +856.2% | +864.5% |
| All | +830.2% | -26.3% | +856.5% | +864.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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