+10.1%
NOW vs COHR
+27.7%
-17.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.1% | -12.1% | -3.7% |
| 7D | -6.1% | +11.0% | -17.1% | -4.1% |
| 30D | +7.5% | -20.4% | +27.8% | +4.7% |
| 3M | +17.5% | -24.9% | +42.4% | +15.3% |
| All | +10.1% | +27.7% | -17.6% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling