+695.2%
COHR vs NVDL
+2,476.2%
-1,780.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +8.3% | -10.3% | +18.7% | +13.0% |
| 30D | -14.1% | -7.1% | -7.0% | -12.3% |
| 3M | -16.0% | +6.6% | -22.6% | -18.3% |
| 6M | +21.5% | +21.1% | +0.4% | +10.5% |
| YTD | +65.4% | +15.2% | +50.2% | +52.7% |
| 1Y | +195.0% | +18.8% | +176.2% | +165.7% |
| 3Y | +830.2% | +649.9% | +180.3% | +263.6% |
| All | +695.2% | +2,476.2% | -1,780.9% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling