+51.6%
COHR vs BABA
-34.7%
+86.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.9% | -10.9% | -8.1% |
| 7D | -18.6% | +4.3% | -22.9% | -20.3% |
| 30D | -41.5% | -5.0% | -36.6% | -40.1% |
| 3M | -39.7% | -18.4% | -21.4% | -34.5% |
| 6M | -40.9% | -20.3% | -20.6% | -33.6% |
| YTD | +5.7% | -27.5% | +33.2% | +23.2% |
| 1Y | +51.6% | -35.3% | +86.9% | +94.7% |
| All | +51.6% | -34.7% | +86.2% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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