+1,298.9%
COHR vs CSX
+501.5%
+797.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.3% |
| 7D | +8.3% | -0.9% | +9.3% | +8.9% |
| 30D | -14.1% | -2.0% | -12.1% | -13.1% |
| 3M | -16.0% | +3.6% | -19.6% | -18.2% |
| 6M | +21.5% | +22.0% | -0.6% | +6.0% |
| YTD | +65.4% | +36.3% | +29.2% | +35.0% |
| 1Y | +195.0% | +50.9% | +144.1% | +124.6% |
| 3Y | +830.2% | +69.2% | +761.0% | +549.2% |
| 5Y | +397.1% | +69.2% | +327.9% | +243.3% |
| All | +1,298.9% | +501.5% | +797.3% | +492.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling