+830.2%
COHR vs ARKK
+89.0%
+741.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +3.6% |
| 7D | +8.3% | -3.1% | +11.4% | +11.4% |
| 30D | -14.1% | +2.7% | -16.9% | -16.8% |
| 3M | -16.0% | +10.8% | -26.8% | -23.1% |
| 6M | +21.5% | +14.4% | +7.1% | +8.2% |
| YTD | +65.4% | +8.7% | +56.8% | +53.6% |
| 1Y | +195.0% | +6.7% | +188.3% | +176.4% |
| 3Y | +830.2% | +87.4% | +742.8% | +427.1% |
| All | +830.2% | +89.0% | +741.1% | +427.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling