+830.2%
COHR vs NTAP
+165.5%
+664.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.4% | -1.2% |
| 7D | +8.3% | +7.4% | +1.0% | +3.5% |
| 30D | -14.1% | -1.4% | -12.8% | -13.6% |
| 3M | -16.0% | +24.6% | -40.6% | -28.0% |
| 6M | +21.5% | +105.9% | -84.4% | -32.2% |
| YTD | +65.4% | +88.5% | -23.1% | -2.2% |
| 1Y | +195.0% | +62.1% | +132.9% | +98.8% |
| 3Y | +830.2% | +169.1% | +661.1% | +347.5% |
| All | +830.2% | +165.5% | +664.7% | +347.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling