+325.8%
COHR vs ABNB
+14.8%
+311.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.9% |
| 7D | +10.9% | -9.5% | +20.4% | +15.2% |
| 30D | -10.8% | -9.4% | -1.4% | -8.0% |
| 3M | -17.4% | +29.9% | -47.2% | -28.0% |
| 6M | +12.5% | +26.6% | -14.1% | -1.3% |
| YTD | +58.8% | +23.5% | +35.3% | +39.8% |
| 1Y | +183.3% | +35.8% | +147.4% | +138.0% |
| 3Y | +783.0% | +15.0% | +768.1% | +686.2% |
| 5Y | +377.2% | +1.5% | +375.8% | +313.3% |
| All | +325.8% | +14.8% | +311.0% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling