+1,298.9%
COHR vs QID
-99.2%
+1,398.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +2.8% |
| 7D | +8.3% | +1.3% | +7.1% | +9.5% |
| 30D | -14.1% | +2.9% | -17.1% | -11.8% |
| 3M | -16.0% | -0.7% | -15.3% | -11.1% |
| 6M | +21.5% | -29.7% | +51.1% | +5.0% |
| YTD | +65.4% | -27.9% | +93.3% | +48.4% |
| 1Y | +195.0% | -34.6% | +229.6% | +155.5% |
| 3Y | +830.2% | -73.5% | +903.7% | +481.4% |
| 5Y | +397.1% | -81.0% | +478.1% | +233.9% |
| All | +1,298.9% | -99.2% | +1,398.0% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling