+664.4%
COHR vs NVT
+731.8%
-67.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.5% | +0.6% |
| 7D | +8.3% | +4.1% | +4.3% | +5.1% |
| 30D | -14.1% | -5.1% | -9.0% | -10.0% |
| 3M | -16.0% | -1.2% | -14.8% | -12.4% |
| 6M | +21.5% | +46.6% | -25.1% | -3.8% |
| YTD | +65.4% | +60.0% | +5.5% | +24.1% |
| 1Y | +195.0% | +70.8% | +124.2% | +112.0% |
| 3Y | +830.2% | +187.5% | +642.6% | +373.0% |
| 5Y | +397.1% | +426.1% | -29.0% | +76.7% |
| All | +664.4% | +731.8% | -67.4% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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