+789.1%
NOW vs COHR
+1,321.6%
-532.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | +0.2% |
| 7D | -6.2% | +8.3% | -14.5% | -7.9% |
| 30D | +6.1% | -14.1% | +20.2% | +8.4% |
| 3M | +28.6% | -16.0% | +44.6% | +27.8% |
| 6M | +14.6% | +21.5% | -6.8% | -0.1% |
| YTD | -13.5% | +65.4% | -78.9% | -32.7% |
| 1Y | -29.4% | +195.0% | -224.4% | -54.8% |
| 3Y | +9.4% | +830.2% | -820.8% | -56.8% |
| 5Y | +2.3% | +397.1% | -394.8% | -53.1% |
| All | +789.1% | +1,321.6% | -532.5% | +126.5% |
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