+122.5%
CRWV vs COHR
+356.6%
-234.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -2.6% |
| 7D | -0.4% | +8.3% | -8.8% | -4.9% |
| 30D | -17.4% | -14.1% | -3.3% | -10.0% |
| 3M | -7.1% | -16.0% | +9.0% | -0.8% |
| 6M | +8.6% | +21.5% | -12.9% | -12.6% |
| YTD | +24.3% | +65.4% | -41.2% | -23.6% |
| 1Y | -21.0% | +195.0% | -216.0% | -69.0% |
| All | +122.5% | +356.6% | -234.1% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 10y: compounded portfolio wealth divided by compounded COHR 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…
10y analysis · Full analysis span regression · 6 months rolling