+195.0%
COHR vs NEM
+64.8%
+130.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +8.3% | -1.0% | +9.3% | +8.9% |
| 30D | -14.1% | +7.8% | -22.0% | -17.8% |
| 3M | -16.0% | +30.2% | -46.2% | -27.8% |
| 6M | +21.5% | +9.6% | +11.9% | +13.3% |
| YTD | +65.4% | +27.8% | +37.6% | +44.3% |
| 1Y | +195.0% | +60.7% | +134.3% | +134.1% |
| All | +195.0% | +64.8% | +130.2% | +134.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling