+393.6%
COHR vs CMCSA
-47.2%
+440.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -4.9% | +13.2% | +9.6% |
| 30D | -14.1% | -1.1% | -13.1% | -14.4% |
| 3M | -16.0% | +6.6% | -22.6% | -18.5% |
| 6M | +21.5% | -15.5% | +36.9% | +26.4% |
| YTD | +65.4% | -6.7% | +72.1% | +63.8% |
| 1Y | +195.0% | -15.6% | +210.6% | +204.7% |
| 3Y | +830.2% | -33.7% | +863.8% | +957.0% |
| All | +393.6% | -47.2% | +440.8% | +472.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling