+26.1%
COHR vs ITW
+19.7%
+6.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.7% | -10.2% | -12.7% |
| 7D | -28.4% | +1.4% | -29.9% | -28.3% |
| 30D | -49.8% | +6.8% | -56.7% | -50.0% |
| 3M | -48.3% | -3.4% | -44.9% | -47.7% |
| 6M | -49.4% | +13.5% | -63.0% | -51.2% |
| YTD | -8.0% | +18.1% | -26.1% | -7.0% |
| 1Y | +26.1% | +19.4% | +6.7% | +32.1% |
| All | +26.1% | +19.7% | +6.4% | +32.1% |
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