+530.9%
COHR vs NTR
+97.9%
+433.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +8.3% | -1.3% | +9.6% | +8.9% |
| 30D | -14.1% | +16.8% | -30.9% | -18.9% |
| 3M | -16.0% | +20.7% | -36.8% | -22.6% |
| 6M | +21.5% | +0.5% | +20.9% | +19.2% |
| YTD | +65.4% | +29.2% | +36.3% | +46.4% |
| 1Y | +195.0% | +39.6% | +155.4% | +152.0% |
| 3Y | +830.2% | +37.9% | +792.3% | +677.3% |
| 5Y | +397.1% | +47.1% | +350.0% | +259.9% |
| All | +530.9% | +97.9% | +433.0% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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