+487.5%
COHR vs USB
+89.5%
+398.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -0.5% | +14.1% | +13.9% |
| 7D | -8.3% | 0.0% | -8.3% | -8.4% |
| 30D | -42.4% | +5.8% | -48.2% | -44.8% |
| 3M | -42.3% | -6.0% | -36.4% | -40.2% |
| 6M | -44.1% | +7.8% | -51.8% | -48.2% |
| YTD | +4.5% | +14.6% | -10.1% | -8.8% |
| 1Y | +21.0% | +31.8% | -10.7% | -5.9% |
| 3Y | +487.5% | +91.5% | +396.0% | +249.9% |
| All | +487.5% | +89.5% | +398.0% | +249.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling