+830.2%
COHR vs DGX
+96.4%
+733.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.6% |
| 7D | +8.3% | -0.9% | +9.2% | +8.1% |
| 30D | -14.1% | -1.2% | -13.0% | -14.4% |
| 3M | -16.0% | +15.8% | -31.8% | -12.6% |
| 6M | +21.5% | +18.2% | +3.3% | +27.4% |
| YTD | +65.4% | +37.2% | +28.2% | +77.4% |
| 1Y | +195.0% | +30.4% | +164.7% | +214.3% |
| 3Y | +830.2% | +96.7% | +733.4% | +905.8% |
| All | +830.2% | +96.4% | +733.7% | +905.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling