+1,298.9%
COHR vs ANET
+3,934.2%
-2,635.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +1.0% |
| 7D | +8.3% | +3.0% | +5.3% | +6.6% |
| 30D | -14.1% | -5.2% | -9.0% | -11.2% |
| 3M | -16.0% | +27.6% | -43.6% | -25.4% |
| 6M | +21.5% | +44.4% | -22.9% | +0.1% |
| YTD | +65.4% | +52.3% | +13.1% | +31.3% |
| 1Y | +195.0% | +30.4% | +164.6% | +152.3% |
| 3Y | +830.2% | +313.3% | +516.9% | +344.7% |
| 5Y | +397.1% | +810.0% | -412.9% | +56.7% |
| All | +1,298.9% | +3,934.2% | -2,635.3% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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