+1,243.0%
COHR vs USB
+108.8%
+1,134.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.7% |
| 7D | +10.9% | -1.8% | +12.6% | +11.9% |
| 30D | -10.8% | -2.9% | -7.8% | -9.3% |
| 3M | -17.4% | +10.8% | -28.2% | -22.7% |
| 6M | +12.5% | +22.4% | -9.9% | -1.0% |
| YTD | +58.8% | +19.2% | +39.7% | +41.5% |
| 1Y | +183.3% | +31.9% | +151.4% | +137.6% |
| 3Y | +783.0% | +97.5% | +685.6% | +491.5% |
| 5Y | +377.2% | +40.0% | +337.3% | +276.3% |
| All | +1,243.0% | +108.8% | +1,134.2% | +686.6% |
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