+51.6%
COHR vs ENTG
+63.3%
-11.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.5% | +0.5% | -0.5% |
| 7D | -18.6% | -10.3% | -8.2% | -10.5% |
| 30D | -41.5% | -14.4% | -27.2% | -33.0% |
| 3M | -39.7% | -1.1% | -38.6% | -37.5% |
| 6M | -40.9% | +3.0% | -43.8% | -40.2% |
| YTD | +5.7% | +70.1% | -64.4% | -19.6% |
| 1Y | +51.6% | +65.7% | -14.2% | +18.5% |
| All | +51.6% | +63.3% | -11.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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