+194.8%
COHR vs CLX
-20.9%
+215.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.3% | +7.9% | +6.0% |
| 7D | +1.0% | -9.2% | +10.2% | -3.4% |
| 30D | -14.1% | -11.0% | -3.1% | -18.4% |
| 3M | -33.2% | +5.0% | -38.2% | -31.5% |
| 6M | +2.5% | -18.8% | +21.4% | -3.8% |
| YTD | +52.7% | -4.4% | +57.1% | +70.5% |
| 1Y | +194.8% | -21.9% | +216.6% | +177.5% |
| All | +194.8% | -20.9% | +215.6% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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