+393.6%
COHR vs NTRA
+172.0%
+221.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | +8.3% | +0.2% | +8.1% | +8.2% |
| 30D | -14.1% | +4.1% | -18.2% | -15.2% |
| 3M | -16.0% | +50.0% | -66.0% | -26.0% |
| 6M | +21.5% | +67.3% | -45.8% | +1.5% |
| YTD | +65.4% | +43.6% | +21.9% | +45.0% |
| 1Y | +195.0% | +89.2% | +105.8% | +137.3% |
| 3Y | +830.2% | +502.5% | +327.6% | +462.0% |
| All | +393.6% | +172.0% | +221.5% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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