+1,557.8%
COHR vs PYPL
+42.9%
+1,514.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | +8.3% | -2.3% | +10.6% | +9.3% |
| 30D | -14.1% | -9.0% | -5.1% | -11.2% |
| 3M | -16.0% | +30.6% | -46.6% | -28.5% |
| 6M | +21.5% | +18.6% | +2.9% | +7.2% |
| YTD | +65.4% | -7.2% | +72.6% | +60.7% |
| 1Y | +195.0% | -19.3% | +214.3% | +205.5% |
| 3Y | +830.2% | -12.3% | +842.4% | +806.7% |
| 5Y | +397.1% | -80.9% | +478.0% | +879.2% |
| 10Y | +1,317.7% | +42.9% | +1,274.8% | +998.2% |
| All | +1,557.8% | +42.9% | +1,514.9% | +1,153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling