+194.8%
COHR vs ITW
+5.8%
+189.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.7% |
| 7D | +1.0% | -3.6% | +4.5% | +1.4% |
| 30D | -14.1% | -9.1% | -5.0% | -13.2% |
| 3M | -33.2% | +8.2% | -41.4% | -34.9% |
| 6M | +2.5% | -4.8% | +7.3% | -0.6% |
| YTD | +52.7% | +11.0% | +41.7% | +54.4% |
| 1Y | +194.8% | +4.2% | +190.5% | +202.0% |
| All | +194.8% | +5.8% | +189.0% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling