+641.5%
COHR vs DDOG
+449.5%
+192.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | +10.9% | +3.2% | +7.6% | +9.6% |
| 30D | -10.8% | -10.2% | -0.6% | -8.1% |
| 3M | -17.4% | -2.6% | -14.8% | -19.4% |
| 6M | +12.5% | +80.1% | -67.7% | -16.3% |
| YTD | +58.8% | +63.0% | -4.2% | +20.0% |
| 1Y | +183.3% | +59.4% | +123.9% | +116.9% |
| 3Y | +783.0% | +127.0% | +656.0% | +485.7% |
| 5Y | +377.2% | +61.7% | +315.6% | +219.3% |
| All | +641.5% | +449.5% | +192.0% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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