+1,298.9%
COHR vs NKE
-22.6%
+1,321.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +8.3% | -4.2% | +12.5% | +10.3% |
| 30D | -14.1% | -8.2% | -5.9% | -11.7% |
| 3M | -16.0% | -19.1% | +3.1% | -10.0% |
| 6M | +21.5% | -32.6% | +54.1% | +39.5% |
| YTD | +65.4% | -40.7% | +106.2% | +100.7% |
| 1Y | +195.0% | -48.9% | +243.9% | +281.2% |
| 3Y | +830.2% | -59.2% | +889.4% | +1,170.7% |
| 5Y | +397.1% | -75.3% | +472.4% | +800.8% |
| All | +1,298.9% | -22.6% | +1,321.5% | +1,318.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling