+830.2%
COHR vs IBM
+79.6%
+750.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.3% |
| 7D | +8.3% | +3.6% | +4.8% | +7.5% |
| 30D | -14.1% | +3.1% | -17.2% | -14.8% |
| 3M | -16.0% | -10.8% | -5.2% | -15.4% |
| 6M | +21.5% | -0.8% | +22.3% | +16.3% |
| YTD | +65.4% | -16.2% | +81.6% | +69.6% |
| 1Y | +195.0% | -2.9% | +197.9% | +177.8% |
| 3Y | +830.2% | +79.8% | +750.3% | +575.6% |
| All | +830.2% | +79.6% | +750.5% | +575.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling