+1,298.9%
COHR vs NRG
+1,083.9%
+214.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.4% |
| 7D | +8.3% | -4.7% | +13.0% | +10.8% |
| 30D | -14.1% | -6.0% | -8.2% | -11.7% |
| 3M | -16.0% | -8.0% | -8.1% | -13.5% |
| 6M | +21.5% | -23.2% | +44.6% | +36.0% |
| YTD | +65.4% | -28.1% | +93.5% | +91.5% |
| 1Y | +195.0% | -27.3% | +222.3% | +240.4% |
| 3Y | +830.2% | +208.7% | +621.5% | +502.5% |
| 5Y | +397.1% | +197.7% | +199.5% | +220.4% |
| All | +1,298.9% | +1,083.9% | +214.9% | +560.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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