+161.1%
COHR vs WOLF
+57.5%
+103.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.6% | +1.0% | +4.7% |
| 7D | +1.0% | +9.7% | -8.7% | -2.2% |
| 30D | -14.1% | +12.5% | -26.7% | -16.5% |
| 3M | -33.2% | -57.7% | +24.5% | -17.8% |
| 6M | +2.5% | +37.7% | -35.1% | -3.1% |
| YTD | +52.7% | +62.8% | -10.1% | +41.5% |
| All | +161.1% | +57.5% | +103.6% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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