+3.7%
NOW vs COHR
+391.3%
-387.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | +0.4% |
| 7D | -6.2% | +8.3% | -14.5% | -7.4% |
| 30D | +6.1% | -14.1% | +20.2% | +7.8% |
| 3M | +28.6% | -16.0% | +44.6% | +28.3% |
| 6M | +14.6% | +21.5% | -6.8% | +2.7% |
| YTD | -13.5% | +65.4% | -78.9% | -30.1% |
| 1Y | -29.4% | +195.0% | -224.4% | -52.5% |
| 3Y | +9.4% | +830.2% | -820.8% | -55.4% |
| All | +3.7% | +391.3% | -387.7% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling