+830.2%
COHR vs LYB
-23.1%
+853.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.3% |
| 7D | +8.3% | +0.3% | +8.1% | +8.3% |
| 30D | -14.1% | +2.5% | -16.6% | -14.6% |
| 3M | -16.0% | +1.4% | -17.4% | -16.4% |
| 6M | +21.5% | -3.5% | +25.0% | +19.5% |
| YTD | +65.4% | +52.0% | +13.5% | +33.8% |
| 1Y | +195.0% | +22.1% | +173.0% | +165.6% |
| 3Y | +830.2% | -22.8% | +852.9% | +928.2% |
| All | +830.2% | -23.1% | +853.3% | +928.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling