+657.2%
COHR vs USB
+87.1%
+570.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.3% | -4.5% |
| 7D | +3.5% | +1.4% | +2.0% | +2.9% |
| 30D | -31.3% | +6.4% | -37.8% | -33.8% |
| 3M | -34.0% | -4.5% | -29.5% | -32.5% |
| 6M | -36.0% | +11.4% | -47.3% | -40.7% |
| YTD | +16.3% | +17.1% | -0.8% | +4.3% |
| 1Y | +28.8% | +32.6% | -3.8% | +7.4% |
| 3Y | +531.9% | +101.8% | +430.1% | +318.9% |
| 5Y | +235.4% | +25.1% | +210.3% | +180.3% |
| 10Y | +657.2% | +84.9% | +572.3% | +424.2% |
| All | +657.2% | +87.1% | +570.1% | +424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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