+20.3%
COHR vs IBM
-4.7%
+25.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.9% |
| 7D | +13.0% | +3.6% | +9.4% | +13.5% |
| 30D | -6.7% | +1.5% | -8.2% | -6.4% |
| 3M | -14.7% | -12.9% | -1.8% | -13.5% |
| 6M | +20.3% | -3.9% | +24.2% | +31.0% |
| All | +20.3% | -4.7% | +25.0% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling