+182.8%
COHR vs WOLF
+44.0%
+138.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.2% |
| 7D | +8.3% | -8.6% | +16.9% | +11.5% |
| 30D | -14.1% | -18.3% | +4.1% | -8.1% |
| 3M | -16.0% | -43.1% | +27.1% | -3.0% |
| 6M | +21.5% | +42.4% | -21.0% | +16.0% |
| YTD | +65.4% | +48.9% | +16.6% | +57.8% |
| All | +182.8% | +44.0% | +138.8% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling