-16.0%
COHR vs ARKK
+13.9%
-29.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +3.4% |
| 7D | +8.3% | -3.1% | +11.4% | +12.4% |
| 30D | -14.1% | +2.7% | -16.9% | -18.1% |
| 3M | -16.0% | +10.8% | -26.8% | -29.8% |
| All | -16.0% | +13.9% | -29.9% | -29.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling