+830.2%
COHR vs ALK
+3.1%
+827.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +3.0% |
| 7D | +8.3% | -2.1% | +10.4% | +9.2% |
| 30D | -14.1% | -13.1% | -1.0% | -8.9% |
| 3M | -16.0% | -11.8% | -4.2% | -11.3% |
| 6M | +21.5% | -0.4% | +21.9% | +18.7% |
| YTD | +65.4% | -18.2% | +83.6% | +75.4% |
| 1Y | +195.0% | -35.5% | +230.6% | +246.6% |
| 3Y | +830.2% | +1.8% | +828.3% | +643.1% |
| All | +830.2% | +3.1% | +827.1% | +643.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling