+373.8%
COHR vs BKNG
+92.3%
+281.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | +10.9% | -10.7% | +21.5% | +16.1% |
| 30D | -10.8% | -18.1% | +7.3% | -3.4% |
| 3M | -17.4% | +8.5% | -25.9% | -23.9% |
| 6M | +12.5% | -0.1% | +12.5% | +6.3% |
| YTD | +58.8% | -18.2% | +77.1% | +67.0% |
| 1Y | +183.3% | -19.9% | +203.1% | +199.4% |
| 3Y | +783.0% | +41.6% | +741.4% | +551.2% |
| All | +373.8% | +92.3% | +281.5% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling