+51.6%
COHR vs CPRT
-24.7%
+76.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -11.0% | -1.5% |
| 7D | -18.6% | +12.6% | -31.2% | -8.8% |
| 30D | -41.5% | +18.0% | -59.5% | -31.0% |
| 3M | -39.7% | +11.0% | -50.7% | -31.2% |
| 6M | -40.9% | -2.0% | -38.8% | -35.4% |
| YTD | +5.7% | -16.7% | +22.4% | +7.0% |
| 1Y | +51.6% | -23.9% | +75.5% | +29.2% |
| All | +51.6% | -24.7% | +76.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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