+393.6%
COHR vs NRG
+194.8%
+198.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.2% |
| 7D | +8.3% | -4.7% | +13.0% | +11.5% |
| 30D | -14.1% | -6.0% | -8.2% | -11.1% |
| 3M | -16.0% | -8.0% | -8.1% | -13.1% |
| 6M | +21.5% | -23.2% | +44.6% | +39.6% |
| YTD | +65.4% | -28.1% | +93.5% | +98.1% |
| 1Y | +195.0% | -27.3% | +222.3% | +251.1% |
| 3Y | +830.2% | +208.7% | +621.5% | +399.0% |
| All | +393.6% | +194.8% | +198.8% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling