+393.6%
COHR vs BABA
-29.4%
+423.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +8.3% | -3.5% | +11.8% | +9.5% |
| 30D | -14.1% | -12.7% | -1.4% | -10.8% |
| 3M | -16.0% | -3.0% | -13.0% | -15.9% |
| 6M | +21.5% | -19.1% | +40.5% | +28.5% |
| YTD | +65.4% | -24.7% | +90.2% | +78.4% |
| 1Y | +195.0% | -29.0% | +224.1% | +223.3% |
| 3Y | +830.2% | +30.9% | +799.2% | +727.6% |
| All | +393.6% | -29.4% | +423.0% | +382.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling