+1,298.9%
COHR vs URI
+1,233.9%
+65.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -2.1% | +10.4% | +9.5% |
| 30D | -14.1% | -12.4% | -1.7% | -7.8% |
| 3M | -16.0% | -7.3% | -8.7% | -11.8% |
| 6M | +21.5% | +27.2% | -5.7% | +6.0% |
| YTD | +65.4% | +23.0% | +42.5% | +43.8% |
| 1Y | +195.0% | +3.9% | +191.1% | +179.6% |
| 3Y | +830.2% | +121.6% | +708.5% | +494.6% |
| 5Y | +397.1% | +201.1% | +196.0% | +169.2% |
| All | +1,298.9% | +1,233.9% | +65.0% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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