+2,564.8%
NOW vs COHR
+1,721.6%
+843.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -4.1% | +13.0% | -17.1% | -6.9% |
| 30D | +2.9% | -6.7% | +9.5% | +3.2% |
| 3M | +22.6% | -14.7% | +37.3% | +21.3% |
| 6M | +7.5% | +20.3% | -12.7% | -6.6% |
| YTD | -14.4% | +64.4% | -78.8% | -33.9% |
| 1Y | -29.8% | +205.9% | -235.7% | -56.1% |
| 3Y | +9.2% | +814.1% | -804.9% | -57.2% |
| 5Y | +0.8% | +387.4% | -386.5% | -54.2% |
| 10Y | +790.9% | +1,308.9% | -518.0% | +143.6% |
| All | +2,564.8% | +1,721.6% | +843.2% | +560.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling