+629.9%
COHR vs NVD
-99.1%
+729.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +6.8% | -19.5% | -9.9% |
| 7D | -5.4% | +18.3% | -23.8% | +1.8% |
| 30D | -18.2% | +9.0% | -27.2% | -13.6% |
| 3M | -30.8% | -15.1% | -15.6% | -30.8% |
| 6M | +9.8% | -40.9% | +50.7% | -0.6% |
| YTD | +44.4% | -40.4% | +84.8% | +35.8% |
| 1Y | +158.8% | -50.7% | +209.5% | +137.3% |
| 3Y | +689.6% | -99.1% | +788.7% | +203.7% |
| All | +629.9% | -99.1% | +729.0% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling