+393.6%
COHR vs GE
+418.3%
-24.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.3% |
| 7D | +8.3% | -4.0% | +12.3% | +11.5% |
| 30D | -14.1% | -11.4% | -2.7% | -6.3% |
| 3M | -16.0% | -2.6% | -13.4% | -14.5% |
| 6M | +21.5% | -0.3% | +21.8% | +19.3% |
| YTD | +65.4% | +5.4% | +60.1% | +55.9% |
| 1Y | +195.0% | +15.5% | +179.5% | +158.9% |
| 3Y | +830.2% | +260.8% | +569.4% | +261.5% |
| All | +393.6% | +418.3% | -24.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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