+377.2%
COHR vs AXP
+111.5%
+265.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.1% |
| 7D | +10.9% | -2.8% | +13.6% | +13.1% |
| 30D | -10.8% | -5.9% | -4.9% | -7.0% |
| 3M | -17.4% | +2.6% | -20.0% | -19.5% |
| 6M | +12.5% | +6.4% | +6.1% | +5.6% |
| YTD | +58.8% | -12.6% | +71.4% | +71.0% |
| 1Y | +183.3% | +0.2% | +183.0% | +170.2% |
| 3Y | +783.0% | +110.9% | +672.1% | +400.2% |
| 5Y | +377.2% | +114.7% | +262.5% | +159.8% |
| All | +377.2% | +111.5% | +265.8% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling