+26.1%
COHR vs LYB
+47.1%
-21.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.1% | -10.9% | -13.7% |
| 7D | -28.4% | -5.7% | -22.7% | -29.8% |
| 30D | -49.8% | +4.6% | -54.4% | -48.8% |
| 3M | -48.3% | +5.5% | -53.8% | -46.8% |
| 6M | -49.4% | -19.1% | -30.3% | -51.5% |
| YTD | -8.0% | +47.1% | -55.1% | +15.4% |
| 1Y | +26.1% | +49.0% | -22.9% | +62.5% |
| All | +26.1% | +47.1% | -21.0% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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