+546.4%
COHR vs NIO
-38.3%
+584.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | +13.0% | -4.1% | +17.1% | +13.8% |
| 30D | -6.7% | -23.2% | +16.6% | -2.0% |
| 3M | -14.7% | -29.9% | +15.2% | -9.1% |
| 6M | +20.3% | -25.1% | +45.4% | +26.6% |
| YTD | +64.4% | -27.5% | +91.9% | +73.6% |
| 1Y | +205.9% | -41.1% | +246.9% | +232.7% |
| 3Y | +814.1% | -63.1% | +877.2% | +912.2% |
| 5Y | +387.4% | -90.4% | +477.7% | +517.3% |
| All | +546.4% | -38.3% | +584.7% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling