-42.3%
COHR vs DECK
-12.4%
-29.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -1.2% | +14.8% | +12.8% |
| 7D | -8.3% | +5.8% | -14.1% | -4.6% |
| 30D | -42.4% | +7.9% | -50.2% | -38.9% |
| 3M | -42.3% | -11.4% | -30.9% | -52.6% |
| All | -42.3% | -12.4% | -29.9% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 3mo: compounded portfolio wealth divided by compounded DECK 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…
3mo analysis · Full analysis span regression · Available span rolling