+1,722.9%
COHR vs P
+494.9%
+1,228.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.4% |
| 7D | +11.0% | +7.8% | +3.1% | +7.3% |
| 30D | -20.4% | +12.3% | -32.7% | -25.8% |
| 3M | -24.9% | +37.1% | -62.0% | -35.0% |
| 6M | +28.1% | +66.1% | -38.0% | +1.3% |
| YTD | +63.6% | +50.9% | +12.6% | +34.5% |
| 1Y | +205.9% | +27.2% | +178.7% | +162.3% |
| 3Y | +809.3% | +158.7% | +650.6% | +469.7% |
| 5Y | +397.1% | +291.1% | +106.0% | +162.3% |
| 10Y | +1,238.1% | +715.0% | +523.1% | +473.0% |
| All | +1,722.9% | +494.9% | +1,228.0% | +682.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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