+51.6%
COHR vs IBM
-13.0%
+64.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -5.9% |
| 7D | -18.6% | +0.4% | -19.0% | -18.5% |
| 30D | -41.5% | +14.8% | -56.3% | -40.9% |
| 3M | -39.7% | +8.9% | -48.7% | -39.4% |
| 6M | -40.9% | +12.4% | -53.3% | -40.4% |
| YTD | +5.7% | -12.4% | +18.1% | +10.2% |
| 1Y | +51.6% | -13.3% | +64.9% | +62.3% |
| All | +51.6% | -13.0% | +64.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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