+696.9%
AVGO vs COHR
+391.3%
+305.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -1.2% |
| 7D | +1.1% | +8.3% | -7.2% | -1.9% |
| 30D | -13.0% | -14.1% | +1.1% | -8.9% |
| 3M | -6.0% | -16.0% | +10.0% | -4.0% |
| 6M | +6.4% | +21.5% | -15.1% | -8.8% |
| YTD | +5.0% | +65.4% | -60.5% | -22.6% |
| 1Y | +1.4% | +195.0% | -193.6% | -42.0% |
| 3Y | +336.8% | +830.2% | -493.3% | +54.1% |
| All | +696.9% | +391.3% | +305.6% | +240.7% |
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 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