+21.5%
COHR vs DLTR
+1.8%
+19.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.0% |
| 7D | +8.3% | -10.1% | +18.4% | +4.9% |
| 30D | -14.1% | -8.1% | -6.0% | -16.1% |
| 3M | -16.0% | +2.9% | -18.9% | -15.8% |
| 6M | +21.5% | +4.3% | +17.1% | +28.2% |
| All | +21.5% | +1.8% | +19.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 6mo: compounded portfolio wealth divided by compounded DLTR 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…
6mo analysis · Full analysis span regression · 6 months rolling