+195.0%
COHR vs BABA
-25.5%
+220.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +8.3% | -3.5% | +11.8% | +10.1% |
| 30D | -14.1% | -12.7% | -1.4% | -9.2% |
| 3M | -16.0% | -3.0% | -13.0% | -16.0% |
| 6M | +21.5% | -19.1% | +40.5% | +33.7% |
| YTD | +65.4% | -24.7% | +90.2% | +87.9% |
| 1Y | +195.0% | -29.0% | +224.1% | +274.4% |
| All | +195.0% | -25.5% | +220.5% | +274.4% |
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