-18.6%
COHR vs USB
+6.1%
-24.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.3% |
| 7D | +20.2% | -0.5% | +20.7% | +21.1% |
| 30D | -18.6% | +5.7% | -24.3% | -21.5% |
| All | -18.6% | +6.1% | -24.7% | -21.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling