-24.9%
COHR vs DIS
+6.4%
-31.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +6.8% |
| 7D | +11.0% | -1.1% | +12.1% | +9.7% |
| 30D | -20.4% | +0.1% | -20.5% | -19.5% |
| 3M | -24.9% | +7.1% | -32.0% | -15.6% |
| All | -24.9% | +6.4% | -31.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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