+393.6%
COHR vs CLX
-38.5%
+432.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.1% |
| 7D | +8.3% | -5.7% | +14.0% | +7.9% |
| 30D | -14.1% | -17.0% | +2.9% | -15.2% |
| 3M | -16.0% | -9.7% | -6.3% | -16.4% |
| 6M | +21.5% | -19.8% | +41.3% | +21.3% |
| YTD | +65.4% | -9.8% | +75.3% | +65.3% |
| 1Y | +195.0% | -26.2% | +221.2% | +197.3% |
| 3Y | +830.2% | -36.2% | +866.3% | +835.9% |
| All | +393.6% | -38.5% | +432.1% | +375.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling