+1,298.9%
COHR vs ALK
-35.7%
+1,334.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +3.1% |
| 7D | +8.3% | -2.1% | +10.4% | +9.1% |
| 30D | -14.1% | -13.1% | -1.0% | -9.5% |
| 3M | -16.0% | -11.8% | -4.2% | -11.9% |
| 6M | +21.5% | -0.4% | +21.9% | +19.2% |
| YTD | +65.4% | -18.2% | +83.6% | +74.4% |
| 1Y | +195.0% | -35.5% | +230.6% | +238.0% |
| 3Y | +830.2% | +1.8% | +828.3% | +767.7% |
| 5Y | +397.1% | -26.6% | +423.7% | +414.0% |
| All | +1,298.9% | -35.7% | +1,334.5% | +1,348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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