Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • COHR vs NET✓SelectedUSD · NETCOHR vs NET performance historyLatest closeAs of+6.60%09/04
Stock and ETF performance explorer

COHR vs NET

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+355.8%
NET return
+112.9%
Excess return
+242.9%
Maximum drawdown
-62.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioNETExcessAlpha
1D+6.6%-2.0%+8.6%+7.2%
7D+1.0%-7.0%+7.9%+3.0%
30D-14.1%-4.8%-9.3%-13.4%
3M-33.2%+3.8%-37.0%-34.5%
6M+2.5%+50.0%-47.5%-14.2%
YTD+52.7%+41.5%+11.2%+28.7%
1Y+194.8%+32.8%+161.9%+153.6%
3Y+650.8%+335.9%+314.9%+340.4%
All+355.8%+112.9%+242.9%+169.3%

Cumulative growth

Daily Returns

Daily percentage return beside NET.

Daily Out/Under-Performance

Portfolio return minus NET return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × NET 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 5y: compounded portfolio wealth divided by compounded NET 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…

5y analysis · Full analysis span regression · 6 months rolling