+3,356.4%
COHR vs USO
-71.6%
+3,428.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.6% |
| 7D | +8.3% | +9.1% | -0.8% | +6.4% |
| 30D | -14.1% | +21.7% | -35.8% | -17.5% |
| 3M | -16.0% | +20.2% | -36.2% | -19.9% |
| 6M | +21.5% | +43.4% | -21.9% | +9.0% |
| YTD | +65.4% | +124.0% | -58.5% | +32.4% |
| 1Y | +195.0% | +112.2% | +82.8% | +138.8% |
| 3Y | +830.2% | +97.7% | +732.5% | +655.1% |
| 5Y | +397.1% | +217.4% | +179.7% | +249.9% |
| 10Y | +1,317.7% | +82.8% | +1,234.9% | +972.4% |
| All | +3,356.4% | -71.6% | +3,428.0% | +3,524.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 all: compounded portfolio wealth divided by compounded USO 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…
all analysis · Full analysis span regression · 6 months rolling