+830.2%
COHR vs NWSA
+43.3%
+786.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | -2.8% | +11.1% | +9.0% |
| 30D | -14.1% | +3.0% | -17.2% | -15.0% |
| 3M | -16.0% | +12.3% | -28.3% | -20.7% |
| 6M | +21.5% | +21.9% | -0.4% | +8.3% |
| YTD | +65.4% | +13.6% | +51.9% | +52.8% |
| 1Y | +195.0% | +0.5% | +194.5% | +200.4% |
| 3Y | +830.2% | +43.8% | +786.4% | +577.0% |
| All | +830.2% | +43.3% | +786.9% | +577.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling