+51.6%
COHR vs WOLF
-3.0%
+54.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.6% | -6.7% |
| 7D | -18.6% | -14.5% | -4.1% | -13.2% |
| 30D | -41.5% | -32.0% | -9.5% | -31.9% |
| 3M | -39.7% | -15.8% | -24.0% | -35.0% |
| 6M | -40.9% | -36.6% | -4.3% | -30.1% |
| YTD | +5.7% | +30.9% | -25.2% | +5.3% |
| 1Y | +51.6% | +4.1% | +47.5% | +51.0% |
| All | +51.6% | -3.0% | +54.6% | +51.0% |
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