+1,298.9%
COHR vs AKAM
+103.9%
+1,195.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | +1.5% | +6.8% | +7.7% |
| 30D | -14.1% | -13.0% | -1.1% | -9.0% |
| 3M | -16.0% | -19.4% | +3.4% | -9.0% |
| 6M | +21.5% | +0.3% | +21.2% | +17.9% |
| YTD | +65.4% | +22.4% | +43.1% | +43.7% |
| 1Y | +195.0% | +34.8% | +160.2% | +142.3% |
| 3Y | +830.2% | +1.9% | +828.2% | +739.0% |
| 5Y | +397.1% | -4.6% | +401.7% | +355.0% |
| All | +1,298.9% | +103.9% | +1,195.0% | +770.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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