+393.6%
COHR vs NKE
-75.0%
+468.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +8.3% | -4.2% | +12.5% | +9.8% |
| 30D | -14.1% | -8.2% | -5.9% | -12.2% |
| 3M | -16.0% | -19.1% | +3.1% | -11.2% |
| 6M | +21.5% | -32.6% | +54.1% | +36.8% |
| YTD | +65.4% | -40.7% | +106.2% | +95.7% |
| 1Y | +195.0% | -48.9% | +243.9% | +271.1% |
| 3Y | +830.2% | -59.2% | +889.4% | +1,112.8% |
| All | +393.6% | -75.0% | +468.6% | +732.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling