+497.1%
COHR vs USAR
+53.8%
+443.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +4.5% |
| 7D | +8.3% | -11.6% | +20.0% | +9.7% |
| 30D | -14.1% | -15.5% | +1.3% | -12.8% |
| 3M | -16.0% | -31.0% | +15.0% | -13.4% |
| 6M | +21.5% | -26.2% | +47.7% | +24.4% |
| YTD | +65.4% | +30.8% | +34.7% | +66.9% |
| 1Y | +195.0% | +7.1% | +187.9% | +198.7% |
| 3Y | +830.2% | +53.0% | +777.2% | +992.1% |
| All | +497.1% | +53.8% | +443.4% | +639.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 5y: compounded portfolio wealth divided by compounded USAR 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…
5y analysis · Full analysis span regression · 6 months rolling