+393.6%
COHR vs NTAP
+140.4%
+253.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.4% | -1.9% |
| 7D | +8.3% | +7.4% | +1.0% | +2.8% |
| 30D | -14.1% | -1.4% | -12.8% | -13.5% |
| 3M | -16.0% | +24.6% | -40.6% | -29.5% |
| 6M | +21.5% | +105.9% | -84.4% | -35.8% |
| YTD | +65.4% | +88.5% | -23.1% | -7.3% |
| 1Y | +195.0% | +62.1% | +132.9% | +88.8% |
| 3Y | +830.2% | +169.1% | +661.1% | +277.7% |
| All | +393.6% | +140.4% | +253.2% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling