+64,301.1%
COHR vs CSX
+10,132.3%
+54,168.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.9% | +7.5% |
| 7D | +11.0% | +0.6% | +10.4% | +10.7% |
| 30D | -20.4% | -2.3% | -18.1% | -19.6% |
| 3M | -24.9% | +4.3% | -29.2% | -26.4% |
| 6M | +28.1% | +23.4% | +4.7% | +16.8% |
| YTD | +63.6% | +36.4% | +27.2% | +43.3% |
| 1Y | +205.9% | +53.0% | +152.9% | +154.8% |
| 3Y | +809.3% | +70.6% | +738.7% | +623.4% |
| 5Y | +397.1% | +65.5% | +331.6% | +300.4% |
| 10Y | +1,238.1% | +482.4% | +755.8% | +571.0% |
| All | +64,301.1% | +10,132.3% | +54,168.8% | +25,818.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling