+21.5%
COHR vs NSC
+9.2%
+12.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.1% |
| 7D | +8.3% | -2.8% | +11.1% | +8.2% |
| 30D | -14.1% | -4.5% | -9.6% | -14.4% |
| 3M | -16.0% | +3.5% | -19.6% | -16.2% |
| 6M | +21.5% | +8.5% | +12.9% | +22.8% |
| All | +21.5% | +9.2% | +12.3% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling