+195.0%
COHR vs URA
+7.9%
+187.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.4% | +6.8% |
| 7D | +8.3% | -5.5% | +13.8% | +13.2% |
| 30D | -14.1% | -3.7% | -10.4% | -11.7% |
| 3M | -16.0% | -2.9% | -13.1% | -13.4% |
| 6M | +21.5% | -15.2% | +36.7% | +37.2% |
| YTD | +65.4% | +1.9% | +63.6% | +76.6% |
| 1Y | +195.0% | +6.9% | +188.1% | +196.3% |
| All | +195.0% | +7.9% | +187.1% | +196.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling