+1,298.9%
COHR vs ITW
+194.8%
+1,104.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.3% |
| 7D | +8.3% | -0.7% | +9.1% | +8.9% |
| 30D | -14.1% | -8.3% | -5.8% | -8.1% |
| 3M | -16.0% | +6.0% | -22.0% | -20.8% |
| 6M | +21.5% | 0.0% | +21.5% | +19.9% |
| YTD | +65.4% | +10.2% | +55.2% | +49.7% |
| 1Y | +195.0% | +3.2% | +191.8% | +179.2% |
| 3Y | +830.2% | +21.0% | +809.2% | +674.5% |
| 5Y | +397.1% | +37.9% | +359.2% | +273.6% |
| All | +1,298.9% | +194.8% | +1,104.0% | +436.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling