+393.6%
COHR vs NOC
+58.2%
+335.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | +0.8% | +7.6% | +8.4% |
| 30D | -14.1% | -9.7% | -4.4% | -15.0% |
| 3M | -16.0% | -5.6% | -10.4% | -16.1% |
| 6M | +21.5% | -28.6% | +50.0% | +20.0% |
| YTD | +65.4% | -7.9% | +73.3% | +66.9% |
| 1Y | +195.0% | -9.5% | +204.5% | +197.3% |
| 3Y | +830.2% | +28.4% | +801.8% | +858.7% |
| All | +393.6% | +58.2% | +335.3% | +409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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