+21.5%
COHR vs BBY
+44.0%
-22.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +5.1% |
| 7D | +8.3% | +0.6% | +7.8% | +8.5% |
| 30D | -14.1% | +9.4% | -23.5% | -11.4% |
| 3M | -16.0% | +19.3% | -35.3% | -12.6% |
| 6M | +21.5% | +47.9% | -26.5% | +36.2% |
| All | +21.5% | +44.0% | -22.5% | +36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling