+195.0%
COHR vs CTVA
+18.2%
+176.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.0% |
| 7D | +8.3% | -4.5% | +12.8% | +7.4% |
| 30D | -14.1% | +11.3% | -25.5% | -12.7% |
| 3M | -16.0% | +12.3% | -28.3% | -18.5% |
| 6M | +21.5% | +7.2% | +14.3% | +19.7% |
| YTD | +65.4% | +26.0% | +39.4% | +67.8% |
| 1Y | +195.0% | +16.0% | +179.0% | +182.7% |
| All | +195.0% | +18.2% | +176.8% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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