+21.0%
COHR vs NLY
-1.3%
+22.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -0.5% | +14.1% | +13.5% |
| 7D | -8.3% | +2.9% | -11.2% | -8.1% |
| 30D | -42.4% | +4.6% | -46.9% | -42.2% |
| 3M | -42.3% | -14.1% | -28.2% | -41.2% |
| 6M | -44.1% | -10.7% | -33.3% | -42.6% |
| YTD | +4.5% | -7.0% | +11.4% | +5.4% |
| 1Y | +21.0% | -0.7% | +21.7% | +28.7% |
| All | +21.0% | -1.3% | +22.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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