+194.8%
COHR vs GLW
+123.7%
+71.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +0.9% | +1.4% |
| 7D | +1.0% | +3.8% | -2.8% | -2.4% |
| 30D | -14.1% | -1.3% | -12.8% | -11.4% |
| 3M | -33.2% | -21.8% | -11.4% | -18.8% |
| 6M | +2.5% | +6.9% | -4.3% | -8.2% |
| YTD | +52.7% | +77.2% | -24.4% | -19.4% |
| 1Y | +194.8% | +123.2% | +71.5% | +36.0% |
| All | +194.8% | +123.7% | +71.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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