+7,975.9%
COHR vs CIEN
+202.6%
+7,773.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +3.1% |
| 7D | +8.3% | +8.9% | -0.5% | +6.2% |
| 30D | -14.1% | -19.1% | +5.0% | -9.5% |
| 3M | -16.0% | -21.5% | +5.5% | -9.7% |
| 6M | +21.5% | +2.8% | +18.6% | +23.6% |
| YTD | +65.4% | +49.5% | +16.0% | +55.3% |
| 1Y | +195.0% | +163.8% | +31.2% | +145.6% |
| 3Y | +830.2% | +615.8% | +214.3% | +539.6% |
| 5Y | +397.1% | +548.4% | -151.3% | +250.6% |
| 10Y | +1,317.7% | +1,513.8% | -196.1% | +752.3% |
| All | +7,975.9% | +202.6% | +7,773.3% | +3,936.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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