+1,298.9%
COHR vs NYT
+489.9%
+808.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +8.3% | -0.6% | +8.9% | +8.6% |
| 30D | -14.1% | +4.6% | -18.7% | -15.6% |
| 3M | -16.0% | -9.6% | -6.4% | -14.8% |
| 6M | +21.5% | -14.0% | +35.5% | +24.8% |
| YTD | +65.4% | -2.8% | +68.3% | +60.5% |
| 1Y | +195.0% | +15.6% | +179.4% | +164.2% |
| 3Y | +830.2% | +56.3% | +773.8% | +611.7% |
| 5Y | +397.1% | +39.5% | +357.6% | +286.8% |
| All | +1,298.9% | +489.9% | +808.9% | +561.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling