+1,298.9%
COHR vs AXON
+1,815.8%
-517.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -7.0% | +15.4% | +10.7% |
| 30D | -14.1% | -20.1% | +5.9% | -8.7% |
| 3M | -16.0% | +7.4% | -23.4% | -20.9% |
| 6M | +21.5% | -7.4% | +28.8% | +17.8% |
| YTD | +65.4% | -15.6% | +81.0% | +63.4% |
| 1Y | +195.0% | -36.2% | +231.2% | +218.7% |
| 3Y | +830.2% | +124.8% | +705.3% | +524.9% |
| 5Y | +397.1% | +166.6% | +230.5% | +202.7% |
| All | +1,298.9% | +1,815.8% | -517.0% | +420.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling