+377.2%
COHR vs ALK
-31.3%
+408.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | +10.9% | -3.1% | +14.0% | +12.5% |
| 30D | -10.8% | -17.1% | +6.4% | -2.6% |
| 3M | -17.4% | -3.8% | -13.6% | -16.1% |
| 6M | +12.5% | -5.3% | +17.7% | +12.1% |
| YTD | +58.8% | -20.3% | +79.1% | +71.2% |
| 1Y | +183.3% | -36.0% | +219.3% | +238.2% |
| 3Y | +783.0% | +0.8% | +782.3% | +670.7% |
| 5Y | +377.2% | -28.5% | +405.7% | +386.6% |
| All | +377.2% | -31.3% | +408.5% | +386.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling