+393.6%
COHR vs CPRT
-17.3%
+410.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.2% |
| 7D | +8.3% | -11.2% | +19.5% | +13.5% |
| 30D | -14.1% | +3.3% | -17.4% | -16.2% |
| 3M | -16.0% | -3.6% | -12.4% | -17.0% |
| 6M | +21.5% | -15.8% | +37.2% | +28.5% |
| YTD | +65.4% | -23.5% | +88.9% | +83.8% |
| 1Y | +195.0% | -38.8% | +233.8% | +281.2% |
| 3Y | +830.2% | -33.4% | +863.6% | +1,009.4% |
| All | +393.6% | -17.3% | +410.8% | +363.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling