+1,298.9%
COHR vs NSC
+332.1%
+966.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.8% |
| 7D | +8.3% | -2.8% | +11.1% | +10.3% |
| 30D | -14.1% | -4.5% | -9.6% | -11.7% |
| 3M | -16.0% | +3.5% | -19.6% | -18.5% |
| 6M | +21.5% | +8.5% | +12.9% | +13.1% |
| YTD | +65.4% | +12.3% | +53.1% | +49.9% |
| 1Y | +195.0% | +18.9% | +176.1% | +156.7% |
| 3Y | +830.2% | +74.1% | +756.0% | +513.9% |
| 5Y | +397.1% | +43.9% | +353.2% | +267.4% |
| All | +1,298.9% | +332.1% | +966.8% | +422.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling