+162,764.0%
COHR vs IT
+5,878.5%
+156,885.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +2.8% |
| 7D | +8.3% | -3.7% | +12.0% | +9.1% |
| 30D | -14.1% | +0.1% | -14.2% | -14.9% |
| 3M | -16.0% | +20.7% | -36.7% | -23.0% |
| 6M | +21.5% | +12.0% | +9.5% | +11.3% |
| YTD | +65.4% | -28.8% | +94.3% | +69.1% |
| 1Y | +195.0% | -25.5% | +220.5% | +195.4% |
| 3Y | +830.2% | -48.8% | +878.9% | +927.8% |
| 5Y | +397.1% | -42.7% | +439.8% | +434.0% |
| 10Y | +1,317.7% | +102.5% | +1,215.2% | +976.5% |
| All | +162,764.0% | +5,878.5% | +156,885.5% | +88,321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling