+393.6%
COHR vs APA
+173.2%
+220.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.0% |
| 7D | +8.3% | +4.6% | +3.8% | +7.1% |
| 30D | -14.1% | +11.9% | -26.0% | -16.8% |
| 3M | -16.0% | +22.5% | -38.5% | -21.5% |
| 6M | +21.5% | +37.5% | -16.1% | +7.4% |
| YTD | +65.4% | +87.2% | -21.7% | +31.1% |
| 1Y | +195.0% | +101.4% | +93.6% | +126.7% |
| 3Y | +830.2% | +16.9% | +813.2% | +680.7% |
| All | +393.6% | +173.2% | +220.4% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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