+420.4%
COHR vs NVTS
-16.8%
+437.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +3.4% |
| 7D | +8.3% | -1.4% | +9.8% | +8.6% |
| 30D | -14.1% | -16.5% | +2.4% | -11.3% |
| 3M | -16.0% | -47.6% | +31.6% | -6.6% |
| 6M | +21.5% | +7.3% | +14.2% | +19.2% |
| YTD | +65.4% | +62.9% | +2.6% | +51.4% |
| 1Y | +195.0% | +91.3% | +103.7% | +157.9% |
| 3Y | +830.2% | +43.4% | +786.8% | +686.4% |
| All | +420.4% | -16.8% | +437.2% | +323.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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