+194.8%
COHR vs CMCSA
-12.9%
+207.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.3% |
| 7D | +1.0% | -2.1% | +3.1% | -0.1% |
| 30D | -14.1% | +7.0% | -21.2% | -10.9% |
| 3M | -33.2% | +15.1% | -48.3% | -27.3% |
| 6M | +2.5% | -15.4% | +17.9% | +0.2% |
| YTD | +52.7% | -1.9% | +54.6% | +63.6% |
| 1Y | +194.8% | -12.7% | +207.5% | +188.9% |
| All | +194.8% | -12.9% | +207.7% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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