+397.1%
COHR vs USB
+39.7%
+357.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +8.0% |
| 7D | +11.0% | +2.1% | +8.9% | +9.3% |
| 30D | -20.4% | -2.3% | -18.1% | -19.3% |
| 3M | -24.9% | +13.9% | -38.8% | -31.6% |
| 6M | +28.1% | +21.6% | +6.5% | +11.4% |
| YTD | +63.6% | +19.3% | +44.2% | +43.3% |
| 1Y | +205.9% | +33.6% | +172.4% | +148.5% |
| 3Y | +809.3% | +97.7% | +711.6% | +479.2% |
| 5Y | +397.1% | +40.4% | +356.6% | +273.2% |
| All | +397.1% | +39.7% | +357.4% | +273.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling