+336.2%
COHR vs MNDY
-49.8%
+386.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.8% |
| 7D | +8.3% | -4.6% | +13.0% | +9.0% |
| 30D | -14.1% | +1.0% | -15.2% | -15.3% |
| 3M | -16.0% | +9.1% | -25.1% | -19.4% |
| 6M | +21.5% | +14.2% | +7.2% | +13.3% |
| YTD | +65.4% | -41.1% | +106.6% | +77.4% |
| 1Y | +195.0% | -54.7% | +249.7% | +233.0% |
| 3Y | +830.2% | -50.6% | +880.7% | +906.9% |
| 5Y | +397.1% | -76.7% | +473.8% | +405.1% |
| All | +336.2% | -49.8% | +386.0% | +326.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 all: compounded portfolio wealth divided by compounded MNDY 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…
all analysis · Full analysis span regression · 6 months rolling