+1,540.9%
COHR vs NTRA
+1,727.4%
-186.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | +8.3% | +0.2% | +8.1% | +8.3% |
| 30D | -14.1% | +4.1% | -18.2% | -15.0% |
| 3M | -16.0% | +50.0% | -66.0% | -23.9% |
| 6M | +21.5% | +67.3% | -45.8% | +5.8% |
| YTD | +65.4% | +43.6% | +21.9% | +49.4% |
| 1Y | +195.0% | +89.2% | +105.8% | +149.5% |
| 3Y | +830.2% | +502.5% | +327.6% | +510.6% |
| 5Y | +397.1% | +173.8% | +223.3% | +255.2% |
| 10Y | +1,317.7% | +3,189.3% | -1,871.6% | +558.9% |
| All | +1,540.9% | +1,727.4% | -186.5% | +690.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling