+473.3%
COHR vs USAR
+58.5%
+414.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.6% | -2.8% |
| 7D | +10.9% | -9.3% | +20.2% | +12.0% |
| 30D | -10.8% | -15.2% | +4.4% | -9.4% |
| 3M | -17.4% | -21.1% | +3.7% | -15.7% |
| 6M | +12.5% | -21.6% | +34.0% | +14.7% |
| YTD | +58.8% | +34.8% | +24.0% | +59.8% |
| 1Y | +183.3% | +15.6% | +167.6% | +185.9% |
| 3Y | +783.0% | +57.7% | +725.3% | +933.8% |
| All | +473.3% | +58.5% | +414.8% | +607.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling