+793.0%
COHR vs CPRT
-31.4%
+824.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -3.0% |
| 7D | +10.9% | -8.4% | +19.3% | +11.9% |
| 30D | -10.8% | +4.6% | -15.4% | -11.6% |
| 3M | -17.4% | -1.9% | -15.4% | -17.1% |
| 6M | +12.5% | -15.3% | +27.8% | +19.5% |
| YTD | +58.8% | -21.5% | +80.3% | +73.6% |
| 1Y | +183.3% | -36.6% | +219.9% | +255.9% |
| All | +793.0% | -31.4% | +824.4% | +892.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling