+1,298.9%
COHR vs AZO
+296.8%
+1,002.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +8.3% | -3.6% | +11.9% | +9.3% |
| 30D | -14.1% | -5.6% | -8.6% | -13.1% |
| 3M | -16.0% | -6.6% | -9.4% | -15.3% |
| 6M | +21.5% | -22.5% | +44.0% | +28.4% |
| YTD | +65.4% | -15.2% | +80.6% | +70.4% |
| 1Y | +195.0% | -33.9% | +229.0% | +224.9% |
| 3Y | +830.2% | +11.8% | +818.3% | +744.8% |
| 5Y | +397.1% | +85.5% | +311.6% | +271.8% |
| All | +1,298.9% | +296.8% | +1,002.0% | +801.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling