+793.0%
COHR vs AXON
+123.3%
+669.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.8% |
| 7D | +10.9% | -11.0% | +21.9% | +14.0% |
| 30D | -10.8% | -24.7% | +14.0% | -4.9% |
| 3M | -17.4% | +7.0% | -24.3% | -21.9% |
| 6M | +12.5% | -9.6% | +22.1% | +11.4% |
| YTD | +58.8% | -15.7% | +74.5% | +59.0% |
| 1Y | +183.3% | -35.9% | +219.2% | +213.5% |
| All | +793.0% | +123.3% | +669.7% | +375.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling