+204.3%
COHR vs USB
+33.5%
+170.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.6% |
| 7D | +11.0% | +2.1% | +8.9% | +9.9% |
| 30D | -20.4% | -2.3% | -18.1% | -19.7% |
| 3M | -24.9% | +13.9% | -38.8% | -29.4% |
| 6M | +28.1% | +21.6% | +6.5% | +14.5% |
| YTD | +63.6% | +19.3% | +44.2% | +45.8% |
| All | +204.3% | +33.5% | +170.7% | +148.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling