+550.4%
COHR vs NIO
-38.5%
+588.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.6% |
| 7D | +8.3% | -2.9% | +11.2% | +8.9% |
| 30D | -14.1% | -18.7% | +4.6% | -10.8% |
| 3M | -16.0% | -29.4% | +13.4% | -10.6% |
| 6M | +21.5% | -32.5% | +54.0% | +30.4% |
| YTD | +65.4% | -27.6% | +93.1% | +74.9% |
| 1Y | +195.0% | -39.2% | +234.2% | +219.8% |
| 3Y | +830.2% | -64.3% | +894.4% | +935.8% |
| 5Y | +397.1% | -90.3% | +487.4% | +529.1% |
| All | +550.4% | -38.5% | +588.9% | +494.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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