+130,191.2%
COHR vs CPRT
+21,197.8%
+108,993.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.7% |
| 7D | +8.3% | -11.2% | +19.5% | +11.1% |
| 30D | -14.1% | +3.3% | -17.4% | -15.1% |
| 3M | -16.0% | -3.6% | -12.4% | -16.5% |
| 6M | +21.5% | -15.8% | +37.2% | +23.9% |
| YTD | +65.4% | -23.5% | +88.9% | +72.0% |
| 1Y | +195.0% | -38.8% | +233.8% | +221.8% |
| 3Y | +830.2% | -33.4% | +863.6% | +901.2% |
| 5Y | +397.1% | -16.4% | +413.5% | +409.9% |
| 10Y | +1,317.7% | +379.1% | +938.6% | +980.5% |
| All | +130,191.2% | +21,197.8% | +108,993.4% | +79,022.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling