+51.6%
COHR vs AXON
-40.7%
+92.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.8% | -7.8% | -6.0% |
| 7D | -18.6% | +0.2% | -18.8% | -18.5% |
| 30D | -41.5% | +3.0% | -44.5% | -41.4% |
| 3M | -39.7% | -30.1% | -9.6% | -40.1% |
| 6M | -40.9% | +7.7% | -48.6% | -40.9% |
| YTD | +5.7% | -25.3% | +31.0% | +5.1% |
| 1Y | +51.6% | -39.9% | +91.5% | +30.1% |
| All | +51.6% | -40.7% | +92.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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