+587.3%
COHR vs NET
+1,449.6%
-862.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 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% | -13.4% |
| YTD | +52.7% | +41.5% | +11.2% | +29.8% |
| 1Y | +194.8% | +32.8% | +161.9% | +155.5% |
| 3Y | +650.8% | +335.9% | +314.9% | +351.1% |
| 5Y | +358.4% | +113.8% | +244.6% | +185.5% |
| All | +587.3% | +1,449.6% | -862.3% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling