+194.8%
COHR vs CVNA
+2.4%
+192.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +6.3% |
| 7D | +1.0% | +0.7% | +0.2% | +0.8% |
| 30D | -14.1% | +7.4% | -21.5% | -15.5% |
| 3M | -33.2% | +12.7% | -45.9% | -35.3% |
| 6M | +2.5% | +17.9% | -15.4% | -3.9% |
| YTD | +52.7% | -11.6% | +64.3% | +52.2% |
| 1Y | +194.8% | +0.8% | +194.0% | +184.6% |
| All | +194.8% | +2.4% | +192.4% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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