+195.0%
COHR vs PWR
+66.5%
+128.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -1.0% | -1.7% |
| 7D | +8.3% | +4.2% | +4.1% | +3.4% |
| 30D | -14.1% | -4.0% | -10.1% | -9.5% |
| 3M | -16.0% | -4.8% | -11.2% | -7.7% |
| 6M | +21.5% | +14.6% | +6.8% | +9.3% |
| YTD | +65.4% | +54.2% | +11.2% | +10.2% |
| 1Y | +195.0% | +67.1% | +127.9% | +92.7% |
| All | +195.0% | +66.5% | +128.5% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 1y: compounded portfolio wealth divided by compounded PWR 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…
1y analysis · Full analysis span regression · 6 months rolling