+1,298.9%
COHR vs OXY
+7.5%
+1,291.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +8.3% | +2.8% | +5.5% | +7.6% |
| 30D | -14.1% | +5.5% | -19.6% | -15.3% |
| 3M | -16.0% | +11.3% | -27.3% | -18.7% |
| 6M | +21.5% | +11.6% | +9.9% | +16.1% |
| YTD | +65.4% | +51.6% | +13.9% | +45.4% |
| 1Y | +195.0% | +36.2% | +158.8% | +165.8% |
| 3Y | +830.2% | +1.7% | +828.4% | +794.0% |
| 5Y | +397.1% | +164.5% | +232.6% | +267.3% |
| All | +1,298.9% | +7.5% | +1,291.4% | +1,210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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