+65,045.6%
COHR vs NYT
+758.3%
+64,287.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +8.3% | -0.6% | +8.9% | +8.5% |
| 30D | -14.1% | +4.6% | -18.7% | -15.3% |
| 3M | -16.0% | -9.6% | -6.4% | -15.0% |
| 6M | +21.5% | -14.0% | +35.5% | +24.0% |
| YTD | +65.4% | -2.8% | +68.3% | +62.6% |
| 1Y | +195.0% | +15.6% | +179.4% | +174.9% |
| 3Y | +830.2% | +56.3% | +773.8% | +685.6% |
| 5Y | +397.1% | +39.5% | +357.6% | +326.7% |
| 10Y | +1,317.7% | +488.0% | +829.7% | +705.5% |
| All | +65,045.6% | +758.3% | +64,287.3% | +32,083.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling