+195.0%
COHR vs CMCSA
-15.7%
+210.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.2% |
| 7D | +8.3% | -4.9% | +13.2% | +5.9% |
| 30D | -14.1% | -1.1% | -13.1% | -14.0% |
| 3M | -16.0% | +6.6% | -22.6% | -11.6% |
| 6M | +21.5% | -15.5% | +36.9% | +19.5% |
| YTD | +65.4% | -6.7% | +72.1% | +73.1% |
| 1Y | +195.0% | -15.6% | +210.6% | +195.7% |
| All | +195.0% | -15.7% | +210.8% | +195.7% |
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