+194.8%
COHR vs AXP
+1.4%
+193.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +6.8% |
| 7D | +1.0% | -2.1% | +3.1% | +1.3% |
| 30D | -14.1% | -6.5% | -7.6% | -13.0% |
| 3M | -33.2% | +4.6% | -37.8% | -33.6% |
| 6M | +2.5% | +5.4% | -2.9% | +2.1% |
| YTD | +52.7% | -11.1% | +63.8% | +55.6% |
| 1Y | +194.8% | -0.3% | +195.1% | +198.7% |
| All | +194.8% | +1.4% | +193.3% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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