+393.6%
COHR vs DIS
-40.6%
+434.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | +8.3% | +1.2% | +7.2% | +7.6% |
| 30D | -14.1% | +3.2% | -17.4% | -16.4% |
| 3M | -16.0% | +7.0% | -23.0% | -20.9% |
| 6M | +21.5% | +6.4% | +15.0% | +13.8% |
| YTD | +65.4% | -5.6% | +71.1% | +65.5% |
| 1Y | +195.0% | -7.7% | +202.7% | +198.6% |
| 3Y | +830.2% | +33.2% | +797.0% | +602.2% |
| All | +393.6% | -40.6% | +434.2% | +503.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling