+26.1%
COHR vs ARKK
-13.0%
+39.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.0% | -4.0% | -3.5% |
| 7D | -28.4% | -14.9% | -13.5% | -14.6% |
| 30D | -49.8% | -19.2% | -30.7% | -36.7% |
| 3M | -48.3% | -4.0% | -44.3% | -45.7% |
| 6M | -49.4% | -4.5% | -45.0% | -46.1% |
| YTD | -8.0% | -4.9% | -3.1% | -3.7% |
| 1Y | +26.1% | -13.9% | +40.0% | +44.1% |
| All | +26.1% | -13.0% | +39.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 1y: compounded portfolio wealth divided by compounded ARKK 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…
1y analysis · Full analysis span regression · 6 months rolling