+65,045.6%
COHR vs NSC
+5,582.3%
+59,463.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.5% |
| 7D | +8.3% | -2.8% | +11.1% | +9.5% |
| 30D | -14.1% | -4.5% | -9.6% | -12.6% |
| 3M | -16.0% | +3.5% | -19.6% | -17.5% |
| 6M | +21.5% | +8.5% | +12.9% | +16.6% |
| YTD | +65.4% | +12.3% | +53.1% | +56.3% |
| 1Y | +195.0% | +18.9% | +176.1% | +172.4% |
| 3Y | +830.2% | +74.1% | +756.0% | +640.4% |
| 5Y | +397.1% | +43.9% | +353.2% | +325.6% |
| 10Y | +1,317.7% | +331.6% | +986.0% | +736.5% |
| All | +65,045.6% | +5,582.3% | +59,463.3% | +25,843.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling