+830.2%
COHR vs DUK
+47.2%
+783.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +8.3% | -0.7% | +9.0% | +7.8% |
| 30D | -14.1% | -2.4% | -11.7% | -15.5% |
| 3M | -16.0% | -3.0% | -13.0% | -17.3% |
| 6M | +21.5% | -6.6% | +28.0% | +17.3% |
| YTD | +65.4% | +4.6% | +60.9% | +72.1% |
| 1Y | +195.0% | +1.2% | +193.8% | +202.3% |
| 3Y | +830.2% | +45.7% | +784.5% | +869.5% |
| All | +830.2% | +47.2% | +783.0% | +869.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling