+830.2%
COHR vs GLW
+460.7%
+369.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +2.2% |
| 7D | +8.3% | +7.8% | +0.5% | +0.7% |
| 30D | -14.1% | -0.4% | -13.7% | -13.1% |
| 3M | -16.0% | -5.6% | -10.4% | -14.3% |
| 6M | +21.5% | +26.7% | -5.3% | -10.1% |
| YTD | +65.4% | +91.0% | -25.6% | -23.0% |
| 1Y | +195.0% | +122.4% | +72.6% | +17.3% |
| 3Y | +830.2% | +471.0% | +359.2% | +51.4% |
| All | +830.2% | +460.7% | +369.5% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling