+821.2%
COHR vs CVNA
+2,461.5%
-1,640.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.4% |
| 7D | +8.3% | -7.3% | +15.6% | +9.8% |
| 30D | -14.1% | -4.6% | -9.6% | -13.7% |
| 3M | -16.0% | +2.0% | -18.0% | -17.0% |
| 6M | +21.5% | +11.7% | +9.7% | +17.4% |
| YTD | +65.4% | -18.1% | +83.5% | +67.6% |
| 1Y | +195.0% | -2.4% | +197.4% | +188.4% |
| 3Y | +830.2% | +580.6% | +249.6% | +533.0% |
| 5Y | +397.1% | +4.9% | +392.2% | +265.3% |
| All | +821.2% | +2,461.5% | -1,640.3% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling