+26.1%
COHR vs NYT
+11.3%
+14.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.4% | -11.6% | -13.6% |
| 7D | -28.4% | -5.5% | -22.9% | -30.1% |
| 30D | -49.8% | +2.7% | -52.5% | -49.2% |
| 3M | -48.3% | +0.5% | -48.8% | -47.3% |
| 6M | -49.4% | -14.6% | -34.9% | -49.2% |
| YTD | -8.0% | -4.4% | -3.6% | -10.5% |
| 1Y | +26.1% | +15.2% | +10.9% | +3.6% |
| All | +26.1% | +11.3% | +14.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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