+393.6%
COHR vs IT
-42.9%
+436.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +3.3% |
| 7D | +8.3% | -3.7% | +12.0% | +8.8% |
| 30D | -14.1% | +0.1% | -14.2% | -14.8% |
| 3M | -16.0% | +20.7% | -36.7% | -21.4% |
| 6M | +21.5% | +12.0% | +9.5% | +13.4% |
| YTD | +65.4% | -28.8% | +94.3% | +84.2% |
| 1Y | +195.0% | -25.5% | +220.5% | +215.2% |
| 3Y | +830.2% | -48.8% | +878.9% | +1,118.3% |
| All | +393.6% | -42.9% | +436.5% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling