+2,222.2%
COHR vs BABA
+29.1%
+2,193.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +7.3% |
| 7D | +11.0% | -0.2% | +11.1% | +11.1% |
| 30D | -20.4% | -12.3% | -8.1% | -17.0% |
| 3M | -24.9% | -5.3% | -19.6% | -24.2% |
| 6M | +28.1% | -13.1% | +41.1% | +33.6% |
| YTD | +63.6% | -22.4% | +86.0% | +77.1% |
| 1Y | +205.9% | -19.5% | +225.4% | +225.6% |
| 3Y | +809.3% | +32.9% | +776.3% | +665.9% |
| 5Y | +397.1% | -29.9% | +427.0% | +393.4% |
| 10Y | +1,238.1% | +16.7% | +1,221.4% | +983.0% |
| All | +2,222.2% | +29.1% | +2,193.0% | +1,589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling