+830.2%
COHR vs NU
+107.4%
+722.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.8% | +5.3% |
| 7D | +8.3% | -4.9% | +13.2% | +10.6% |
| 30D | -14.1% | +7.8% | -22.0% | -17.7% |
| 3M | -16.0% | +20.9% | -36.9% | -23.9% |
| 6M | +21.5% | +0.9% | +20.6% | +18.7% |
| YTD | +65.4% | -12.7% | +78.1% | +73.9% |
| 1Y | +195.0% | -6.4% | +201.4% | +198.5% |
| 3Y | +830.2% | +98.1% | +732.1% | +508.2% |
| All | +830.2% | +107.4% | +722.8% | +508.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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