+62,442.9%
COHR vs IBM
+2,490.2%
+59,952.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.5% |
| 7D | +10.9% | -0.3% | +11.2% | +11.0% |
| 30D | -10.8% | -1.8% | -8.9% | -10.4% |
| 3M | -17.4% | -13.5% | -3.9% | -16.0% |
| 6M | +12.5% | -5.1% | +17.6% | +8.7% |
| YTD | +58.8% | -19.4% | +78.2% | +61.2% |
| 1Y | +183.3% | -6.5% | +189.8% | +171.7% |
| 3Y | +783.0% | +73.8% | +709.2% | +561.6% |
| 5Y | +377.2% | +116.3% | +260.9% | +229.0% |
| 10Y | +1,261.0% | +138.4% | +1,122.6% | +798.5% |
| All | +62,442.9% | +2,490.2% | +59,952.7% | +29,620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling