+195.0%
COHR vs AKAM
+38.7%
+156.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +8.3% | +1.5% | +6.8% | +8.0% |
| 30D | -14.1% | -13.0% | -1.1% | -11.4% |
| 3M | -16.0% | -19.4% | +3.4% | -12.5% |
| 6M | +21.5% | +0.3% | +21.2% | +27.2% |
| YTD | +65.4% | +22.4% | +43.1% | +69.5% |
| 1Y | +195.0% | +34.8% | +160.2% | +213.6% |
| All | +195.0% | +38.7% | +156.3% | +213.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling