+373.8%
COHR vs AXON
+166.0%
+207.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.7% |
| 7D | +10.9% | -11.0% | +21.9% | +14.7% |
| 30D | -10.8% | -24.7% | +14.0% | -3.6% |
| 3M | -17.4% | +7.0% | -24.3% | -22.4% |
| 6M | +12.5% | -9.6% | +22.1% | +10.3% |
| YTD | +58.8% | -15.7% | +74.5% | +57.5% |
| 1Y | +183.3% | -35.9% | +219.2% | +210.5% |
| 3Y | +783.0% | +123.0% | +660.0% | +445.2% |
| All | +373.8% | +166.0% | +207.8% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling