+1,358.0%
COHR vs URA
-29.9%
+1,387.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.3% |
| 7D | +13.0% | +5.7% | +7.2% | +9.6% |
| 30D | -6.7% | +5.6% | -12.3% | -9.4% |
| 3M | -14.7% | +6.2% | -20.9% | -16.3% |
| 6M | +20.3% | -8.2% | +28.5% | +28.5% |
| YTD | +64.4% | +9.7% | +54.8% | +60.7% |
| 1Y | +205.9% | +17.0% | +188.9% | +184.7% |
| 3Y | +814.1% | +118.5% | +695.6% | +519.2% |
| 5Y | +387.4% | +134.3% | +253.0% | +200.3% |
| 10Y | +1,308.9% | +377.5% | +931.4% | +467.9% |
| All | +1,358.0% | -29.9% | +1,387.9% | +1,304.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling