+194.8%
COHR vs NWSA
+5.5%
+189.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +5.0% |
| 7D | +1.0% | -1.9% | +2.8% | -0.6% |
| 30D | -14.1% | +4.6% | -18.7% | -10.0% |
| 3M | -33.2% | +13.2% | -46.4% | -23.6% |
| 6M | +2.5% | +27.0% | -24.4% | +23.4% |
| YTD | +52.7% | +16.8% | +35.9% | +80.0% |
| 1Y | +194.8% | +4.5% | +190.3% | +243.4% |
| All | +194.8% | +5.5% | +189.3% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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