+1,298.9%
COHR vs CMCSA
+7.4%
+1,291.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -4.9% | +13.2% | +10.4% |
| 30D | -14.1% | -1.1% | -13.1% | -14.5% |
| 3M | -16.0% | +6.6% | -22.6% | -20.0% |
| 6M | +21.5% | -15.5% | +36.9% | +27.0% |
| YTD | +65.4% | -6.7% | +72.1% | +62.7% |
| 1Y | +195.0% | -15.6% | +210.6% | +203.4% |
| 3Y | +830.2% | -33.7% | +863.8% | +963.5% |
| 5Y | +397.1% | -46.6% | +443.7% | +531.3% |
| All | +1,298.9% | +7.4% | +1,291.4% | +1,117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling