+830.2%
COHR vs USFR
+14.1%
+816.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.9% |
| 7D | +8.3% | +0.1% | +8.2% | +9.8% |
| 30D | -14.1% | +0.4% | -14.5% | -10.9% |
| 3M | -16.0% | +1.0% | -17.0% | -6.6% |
| 6M | +21.5% | +2.0% | +19.5% | +43.8% |
| YTD | +65.4% | +2.8% | +62.7% | +104.0% |
| 1Y | +195.0% | +4.1% | +190.9% | +288.3% |
| 3Y | +830.2% | +14.1% | +816.0% | +2,015.9% |
| All | +830.2% | +14.1% | +816.0% | +2,015.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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