+377.2%
COHR vs CSX
+67.7%
+309.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -4.3% |
| 7D | +10.9% | +0.1% | +10.8% | +10.7% |
| 30D | -10.8% | -1.5% | -9.2% | -9.8% |
| 3M | -17.4% | +6.0% | -23.3% | -21.0% |
| 6M | +12.5% | +20.6% | -8.1% | -2.3% |
| YTD | +58.8% | +36.5% | +22.3% | +27.1% |
| 1Y | +183.3% | +55.0% | +128.3% | +106.0% |
| 3Y | +783.0% | +70.8% | +712.3% | +475.2% |
| 5Y | +377.2% | +69.6% | +307.7% | +218.0% |
| All | +377.2% | +67.7% | +309.6% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling