+657.5%
COHR vs USB
+83.8%
+573.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.5% |
| 7D | +13.1% | +2.6% | +10.6% | +11.7% |
| 30D | -17.2% | +8.4% | -25.6% | -21.0% |
| 3M | -33.3% | -5.5% | -27.8% | -31.5% |
| 6M | -46.0% | +17.7% | -63.7% | -51.4% |
| YTD | +18.2% | +17.6% | +0.6% | +5.7% |
| 1Y | +55.9% | +33.9% | +22.0% | +29.1% |
| 3Y | +544.7% | +103.8% | +440.8% | +324.9% |
| 5Y | +234.6% | +25.6% | +209.0% | +178.9% |
| All | +657.5% | +83.8% | +573.7% | +422.6% |
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