+51.6%
COHR vs BBY
+33.0%
+18.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.0% | -14.0% | -2.6% |
| 7D | -18.6% | +4.5% | -23.1% | -16.7% |
| 30D | -41.5% | +16.0% | -57.5% | -36.9% |
| 3M | -39.7% | +18.6% | -58.4% | -34.0% |
| 6M | -40.9% | +80.1% | -120.9% | -26.6% |
| YTD | +5.7% | +57.4% | -51.7% | +28.4% |
| 1Y | +51.6% | +34.5% | +17.1% | +78.9% |
| All | +51.6% | +33.0% | +18.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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