+194.8%
COHR vs PYPL
-20.3%
+215.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.0% | +9.6% | +6.3% |
| 7D | +1.0% | +2.7% | -1.7% | +1.2% |
| 30D | -14.1% | -4.9% | -9.2% | -14.2% |
| 3M | -33.2% | +28.9% | -62.1% | -32.1% |
| 6M | +2.5% | +18.2% | -15.7% | +4.7% |
| YTD | +52.7% | -5.0% | +57.7% | +58.3% |
| 1Y | +194.8% | -18.8% | +213.6% | +235.9% |
| All | +194.8% | -20.3% | +215.0% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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