+1,298.9%
COHR vs QLD
+1,739.4%
-440.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +2.9% |
| 7D | +8.3% | -1.2% | +9.6% | +9.4% |
| 30D | -14.1% | -3.0% | -11.1% | -12.0% |
| 3M | -16.0% | -2.8% | -13.2% | -12.0% |
| 6M | +21.5% | +32.0% | -10.5% | +3.0% |
| YTD | +65.4% | +27.3% | +38.2% | +44.9% |
| 1Y | +195.0% | +37.9% | +157.1% | +146.5% |
| 3Y | +830.2% | +174.6% | +655.5% | +415.7% |
| 5Y | +397.1% | +124.8% | +272.3% | +192.0% |
| All | +1,298.9% | +1,739.4% | -440.5% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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