+60,030.1%
COHR vs AXP
+6,658.5%
+53,371.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +7.0% |
| 7D | +1.0% | -2.1% | +3.1% | +1.7% |
| 30D | -14.1% | -6.5% | -7.6% | -12.1% |
| 3M | -33.2% | +4.6% | -37.8% | -34.5% |
| 6M | +2.5% | +5.4% | -2.9% | +0.1% |
| YTD | +52.7% | -11.1% | +63.8% | +57.6% |
| 1Y | +194.8% | -0.3% | +195.1% | +191.1% |
| 3Y | +650.8% | +111.6% | +539.2% | +479.5% |
| 5Y | +358.4% | +117.6% | +240.8% | +251.0% |
| 10Y | +1,191.2% | +474.1% | +717.0% | +612.3% |
| All | +60,030.1% | +6,658.5% | +53,371.7% | +31,265.6% |
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