+830.2%
COHR vs PYPL
-12.0%
+842.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | +8.3% | -2.3% | +10.6% | +9.0% |
| 30D | -14.1% | -9.0% | -5.1% | -12.0% |
| 3M | -16.0% | +30.6% | -46.6% | -26.5% |
| 6M | +21.5% | +18.6% | +2.9% | +9.8% |
| YTD | +65.4% | -7.2% | +72.6% | +65.6% |
| 1Y | +195.0% | -19.3% | +214.3% | +217.6% |
| 3Y | +830.2% | -12.3% | +842.4% | +816.8% |
| All | +830.2% | -12.0% | +842.2% | +816.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling