+834.7%
COHR vs CTVA
+208.7%
+626.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +8.3% | -4.5% | +12.8% | +10.4% |
| 30D | -14.1% | +11.3% | -25.5% | -18.7% |
| 3M | -16.0% | +12.3% | -28.3% | -22.4% |
| 6M | +21.5% | +7.2% | +14.3% | +14.9% |
| YTD | +65.4% | +26.0% | +39.4% | +44.7% |
| 1Y | +195.0% | +16.0% | +179.0% | +165.8% |
| 3Y | +830.2% | +73.9% | +756.2% | +572.0% |
| 5Y | +397.1% | +103.8% | +293.3% | +224.0% |
| All | +834.7% | +208.7% | +626.0% | +343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling