+65,045.6%
COHR vs BBY
+76,035.1%
-10,989.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.5% |
| 7D | +8.3% | +0.6% | +7.8% | +8.2% |
| 30D | -14.1% | +9.4% | -23.5% | -16.0% |
| 3M | -16.0% | +19.3% | -35.3% | -19.6% |
| 6M | +21.5% | +47.9% | -26.5% | +10.0% |
| YTD | +65.4% | +39.6% | +25.9% | +50.7% |
| 1Y | +195.0% | +22.2% | +172.8% | +176.2% |
| 3Y | +830.2% | +45.0% | +785.2% | +734.7% |
| 5Y | +397.1% | +2.6% | +394.5% | +375.4% |
| 10Y | +1,317.7% | +250.5% | +1,067.2% | +969.5% |
| All | +65,045.6% | +76,035.1% | -10,989.5% | +25,975.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling