+393.6%
COHR vs PSX
+362.1%
+31.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +8.3% | +1.7% | +6.6% | +7.8% |
| 30D | -14.1% | +15.6% | -29.8% | -18.0% |
| 3M | -16.0% | +46.5% | -62.5% | -26.3% |
| 6M | +21.5% | +55.0% | -33.5% | +3.8% |
| YTD | +65.4% | +105.3% | -39.8% | +25.8% |
| 1Y | +195.0% | +101.6% | +93.4% | +125.3% |
| 3Y | +830.2% | +134.1% | +696.0% | +550.3% |
| All | +393.6% | +362.1% | +31.4% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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