+195.0%
COHR vs DUK
+1.9%
+193.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +8.3% | -0.7% | +9.0% | +7.5% |
| 30D | -14.1% | -2.4% | -11.7% | -16.1% |
| 3M | -16.0% | -3.0% | -13.0% | -17.9% |
| 6M | +21.5% | -6.6% | +28.0% | +14.6% |
| YTD | +65.4% | +4.6% | +60.9% | +80.7% |
| 1Y | +195.0% | +1.2% | +193.8% | +211.6% |
| All | +195.0% | +1.9% | +193.2% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling