+1,298.9%
COHR vs URA
+346.2%
+952.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.4% | +6.1% |
| 7D | +8.3% | -5.5% | +13.8% | +11.9% |
| 30D | -14.1% | -3.7% | -10.4% | -12.3% |
| 3M | -16.0% | -2.9% | -13.1% | -13.3% |
| 6M | +21.5% | -15.2% | +36.7% | +36.0% |
| YTD | +65.4% | +1.9% | +63.6% | +68.2% |
| 1Y | +195.0% | +6.9% | +188.1% | +186.9% |
| 3Y | +830.2% | +99.6% | +730.5% | +544.1% |
| 5Y | +397.1% | +101.2% | +295.9% | +221.9% |
| All | +1,298.9% | +346.2% | +952.7% | +485.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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