+26.1%
COHR vs NVDL
-34.9%
+61.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -18.6% | +5.6% | -1.8% |
| 7D | -28.4% | -28.8% | +0.4% | -12.3% |
| 30D | -49.8% | -44.0% | -5.8% | -29.2% |
| 3M | -48.3% | -35.6% | -12.7% | -32.4% |
| 6M | -49.4% | -25.3% | -24.1% | -39.6% |
| YTD | -8.0% | -23.3% | +15.3% | +3.1% |
| 1Y | +26.1% | -32.5% | +58.6% | +46.2% |
| All | +26.1% | -34.9% | +61.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling