+26.1%
COHR vs NKE
-33.3%
+59.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.3% | -10.7% | -14.6% |
| 7D | -28.4% | +3.0% | -31.4% | -26.8% |
| 30D | -49.8% | +14.3% | -64.1% | -44.6% |
| 3M | -48.3% | -5.8% | -42.5% | -48.2% |
| 6M | -49.4% | -6.3% | -43.1% | -48.9% |
| YTD | -8.0% | -36.3% | +28.2% | -17.4% |
| 1Y | +26.1% | -34.2% | +60.3% | +19.8% |
| All | +26.1% | -33.3% | +59.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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