+12.5%
COHR vs CLX
-19.5%
+32.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.8% |
| 7D | +10.9% | -5.9% | +16.7% | +8.0% |
| 30D | -10.8% | -17.0% | +6.3% | -17.6% |
| 3M | -17.4% | -9.6% | -7.8% | -19.4% |
| 6M | +12.5% | -21.5% | +34.0% | +19.0% |
| All | +12.5% | -19.5% | +32.0% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling