+393.6%
COHR vs OXY
+160.1%
+233.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +8.3% | +2.8% | +5.5% | +7.7% |
| 30D | -14.1% | +5.5% | -19.6% | -15.2% |
| 3M | -16.0% | +11.3% | -27.3% | -18.6% |
| 6M | +21.5% | +11.6% | +9.9% | +15.8% |
| YTD | +65.4% | +51.6% | +13.9% | +43.1% |
| 1Y | +195.0% | +36.2% | +158.8% | +162.8% |
| 3Y | +830.2% | +1.7% | +828.4% | +771.2% |
| All | +393.6% | +160.1% | +233.5% | +294.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling