+183.2%
COHR vs BKNG
-19.9%
+203.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.2% |
| 7D | +10.9% | -10.7% | +21.5% | +7.1% |
| 30D | -10.8% | -18.1% | +7.3% | -15.8% |
| 3M | -17.4% | +8.5% | -25.9% | -16.3% |
| 6M | +12.5% | -0.1% | +12.5% | +13.5% |
| YTD | +58.8% | -18.2% | +77.1% | +65.5% |
| All | +183.2% | -19.9% | +203.1% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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