+64,642.4%
COHR vs GLW
+5,116.0%
+59,526.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | +13.0% | +16.9% | -3.9% | +7.0% |
| 30D | -6.7% | +7.0% | -13.6% | -8.3% |
| 3M | -14.7% | -3.0% | -11.8% | -12.5% |
| 6M | +20.3% | +31.0% | -10.7% | +13.2% |
| YTD | +64.4% | +93.4% | -29.0% | +37.5% |
| 1Y | +205.9% | +134.7% | +71.1% | +142.8% |
| 3Y | +814.1% | +471.8% | +342.3% | +468.2% |
| 5Y | +387.4% | +394.5% | -7.1% | +219.4% |
| 10Y | +1,308.9% | +867.9% | +441.0% | +693.9% |
| All | +64,642.4% | +5,116.0% | +59,526.4% | +31,844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling