+49,410.4%
COHR vs AXP
+6,511.0%
+42,899.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.5% |
| 7D | +36.7% | -2.1% | +38.8% | +37.8% |
| 30D | -20.0% | +2.7% | -22.6% | -20.8% |
| 3M | -34.7% | -7.3% | -27.5% | -33.2% |
| 6M | -37.9% | +1.8% | -39.7% | -38.8% |
| YTD | +25.7% | -13.1% | +38.8% | +30.4% |
| 1Y | +48.1% | -13.7% | +61.8% | +54.3% |
| 3Y | +583.2% | +113.1% | +470.1% | +423.9% |
| 5Y | +256.0% | +85.9% | +170.0% | +187.0% |
| 10Y | +704.4% | +416.7% | +287.7% | +357.8% |
| All | +49,410.4% | +6,511.0% | +42,899.4% | +25,849.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling