+51.6%
COHR vs QID
-21.1%
+72.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -8.4% |
| 7D | -18.6% | +9.8% | -28.4% | -6.8% |
| 30D | -41.5% | +18.9% | -60.4% | -23.6% |
| 3M | -39.7% | +9.6% | -49.3% | -27.5% |
| 6M | -40.9% | -7.8% | -33.1% | -35.3% |
| YTD | +5.7% | -23.3% | +29.0% | -1.3% |
| 1Y | +51.6% | -22.0% | +73.6% | +48.4% |
| All | +51.6% | -21.1% | +72.7% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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