+8.2%
NOW vs COHR
+769.4%
-761.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -9.9% | +10.9% | -20.8% | -10.4% |
| 30D | +2.8% | -10.8% | +13.6% | +3.2% |
| 3M | +23.7% | -17.4% | +41.0% | +23.8% |
| 6M | +12.5% | +12.5% | 0.0% | +6.7% |
| YTD | -14.4% | +58.8% | -73.2% | -24.8% |
| 1Y | -29.0% | +183.3% | -212.3% | -45.5% |
| All | +8.2% | +769.4% | -761.2% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling