+194.8%
COHR vs LYB
+25.6%
+169.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.5% | +6.1% |
| 7D | +1.0% | -0.2% | +1.2% | +0.9% |
| 30D | -14.1% | +8.7% | -22.8% | -12.0% |
| 3M | -33.2% | -3.0% | -30.2% | -32.6% |
| 6M | +2.5% | +4.7% | -2.2% | +5.9% |
| YTD | +52.7% | +51.6% | +1.1% | +69.7% |
| 1Y | +194.8% | +24.4% | +170.4% | +218.0% |
| All | +194.8% | +25.6% | +169.1% | +218.0% |
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