+830.2%
COHR vs BBY
+42.8%
+787.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.3% |
| 7D | +8.3% | +0.6% | +7.8% | +8.2% |
| 30D | -14.1% | +9.4% | -23.5% | -16.7% |
| 3M | -16.0% | +19.3% | -35.3% | -21.3% |
| 6M | +21.5% | +47.9% | -26.5% | +4.0% |
| YTD | +65.4% | +39.6% | +25.9% | +43.0% |
| 1Y | +195.0% | +22.2% | +172.8% | +170.8% |
| 3Y | +830.2% | +45.0% | +785.2% | +621.2% |
| All | +830.2% | +42.8% | +787.4% | +621.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling