+396.1%
COHR vs ONON
-22.6%
+418.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.5% |
| 7D | +8.3% | -2.1% | +10.4% | +9.0% |
| 30D | -14.1% | -11.6% | -2.5% | -11.0% |
| 3M | -16.0% | -30.1% | +14.1% | -8.2% |
| 6M | +21.5% | -30.5% | +52.0% | +31.9% |
| YTD | +65.4% | -41.0% | +106.5% | +89.4% |
| 1Y | +195.0% | -36.7% | +231.7% | +225.8% |
| 3Y | +830.2% | -8.6% | +838.8% | +826.5% |
| All | +396.1% | -22.6% | +418.7% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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