+65,045.6%
COHR vs CLX
+2,245.0%
+62,800.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.3% |
| 7D | +8.3% | -5.7% | +14.0% | +9.3% |
| 30D | -14.1% | -17.0% | +2.9% | -11.7% |
| 3M | -16.0% | -9.7% | -6.3% | -15.2% |
| 6M | +21.5% | -19.8% | +41.3% | +24.6% |
| YTD | +65.4% | -9.8% | +75.3% | +66.1% |
| 1Y | +195.0% | -26.2% | +221.2% | +205.6% |
| 3Y | +830.2% | -36.2% | +866.3% | +877.9% |
| 5Y | +397.1% | -38.3% | +435.4% | +418.5% |
| 10Y | +1,317.7% | -3.5% | +1,321.2% | +1,220.9% |
| All | +65,045.6% | +2,245.0% | +62,800.6% | +43,402.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling