+830.2%
COHR vs NTRS
+168.2%
+662.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.3% |
| 7D | +8.3% | +1.4% | +7.0% | +7.0% |
| 30D | -14.1% | -0.7% | -13.5% | -13.7% |
| 3M | -16.0% | +11.3% | -27.3% | -23.3% |
| 6M | +21.5% | +35.5% | -14.1% | -6.5% |
| YTD | +65.4% | +40.6% | +24.9% | +23.2% |
| 1Y | +195.0% | +49.2% | +145.8% | +108.9% |
| 3Y | +830.2% | +167.2% | +662.9% | +304.9% |
| All | +830.2% | +168.2% | +662.0% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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