+343.5%
COHR vs ABNB
+16.6%
+327.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.5% |
| 7D | +8.3% | -6.5% | +14.8% | +11.2% |
| 30D | -14.1% | -5.5% | -8.6% | -12.9% |
| 3M | -16.0% | +30.0% | -46.1% | -26.8% |
| 6M | +21.5% | +27.6% | -6.1% | +6.3% |
| YTD | +65.4% | +25.4% | +40.1% | +44.8% |
| 1Y | +195.0% | +38.3% | +156.7% | +146.1% |
| 3Y | +830.2% | +15.5% | +814.6% | +726.5% |
| 5Y | +397.1% | +3.0% | +394.1% | +328.0% |
| All | +343.5% | +16.6% | +327.0% | +288.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling