+65,045.6%
COHR vs NOC
+16,586.7%
+48,458.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | +0.8% | +7.6% | +8.2% |
| 30D | -14.1% | -9.7% | -4.4% | -12.3% |
| 3M | -16.0% | -5.6% | -10.4% | -15.6% |
| 6M | +21.5% | -28.6% | +50.0% | +30.1% |
| YTD | +65.4% | -7.9% | +73.3% | +66.6% |
| 1Y | +195.0% | -9.5% | +204.5% | +197.8% |
| 3Y | +830.2% | +28.4% | +801.8% | +740.4% |
| 5Y | +397.1% | +59.0% | +338.2% | +312.8% |
| 10Y | +1,317.7% | +191.3% | +1,126.4% | +887.5% |
| All | +65,045.6% | +16,586.7% | +48,458.9% | +31,236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling