+830.2%
COHR vs ANET
+302.4%
+527.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +0.2% |
| 7D | +8.3% | +3.0% | +5.3% | +6.1% |
| 30D | -14.1% | -5.2% | -9.0% | -10.5% |
| 3M | -16.0% | +27.6% | -43.6% | -27.8% |
| 6M | +21.5% | +44.4% | -22.9% | -5.3% |
| YTD | +65.4% | +52.3% | +13.1% | +22.7% |
| 1Y | +195.0% | +30.4% | +164.6% | +139.9% |
| 3Y | +830.2% | +313.3% | +516.9% | +327.6% |
| All | +830.2% | +302.4% | +527.8% | +327.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling