+1,298.9%
COHR vs LYB
+48.3%
+1,250.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.6% |
| 7D | +8.3% | +0.3% | +8.1% | +8.2% |
| 30D | -14.1% | +2.5% | -16.6% | -15.3% |
| 3M | -16.0% | +1.4% | -17.4% | -17.9% |
| 6M | +21.5% | -3.5% | +25.0% | +17.9% |
| YTD | +65.4% | +52.0% | +13.5% | +23.9% |
| 1Y | +195.0% | +22.1% | +173.0% | +143.9% |
| 3Y | +830.2% | -22.8% | +852.9% | +870.0% |
| 5Y | +397.1% | -3.4% | +400.5% | +353.8% |
| All | +1,298.9% | +48.3% | +1,250.6% | +863.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling