+1,298.9%
COHR vs NEM
+319.0%
+979.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +8.3% | -1.0% | +9.3% | +8.6% |
| 30D | -14.1% | +7.8% | -22.0% | -16.0% |
| 3M | -16.0% | +30.2% | -46.2% | -21.8% |
| 6M | +21.5% | +9.6% | +11.9% | +18.0% |
| YTD | +65.4% | +27.8% | +37.6% | +55.2% |
| 1Y | +195.0% | +60.7% | +134.3% | +162.8% |
| 3Y | +830.2% | +245.3% | +584.9% | +597.9% |
| 5Y | +397.1% | +155.3% | +241.8% | +282.0% |
| All | +1,298.9% | +319.0% | +979.8% | +906.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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