+195.0%
COHR vs CSX
+54.8%
+140.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +8.3% | -0.9% | +9.3% | +8.7% |
| 30D | -14.1% | -2.0% | -12.1% | -13.3% |
| 3M | -16.0% | +3.6% | -19.6% | -17.6% |
| 6M | +21.5% | +22.0% | -0.6% | +8.9% |
| YTD | +65.4% | +36.3% | +29.2% | +49.7% |
| 1Y | +195.0% | +50.9% | +144.1% | +170.4% |
| All | +195.0% | +54.8% | +140.2% | +170.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling