+194.8%
COHR vs NSC
+20.4%
+174.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.6% |
| 7D | +1.0% | -5.5% | +6.5% | +1.1% |
| 30D | -14.1% | -3.2% | -10.9% | -14.1% |
| 3M | -33.2% | +7.7% | -40.9% | -33.7% |
| 6M | +2.5% | +4.5% | -2.0% | +3.1% |
| YTD | +52.7% | +15.6% | +37.1% | +53.5% |
| 1Y | +194.8% | +19.8% | +174.9% | +198.3% |
| All | +194.8% | +20.4% | +174.4% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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