+55.9%
COHR vs QLD
+10.7%
+45.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -2.6% |
| 7D | +13.1% | +7.0% | +6.1% | +4.2% |
| 30D | -17.2% | -14.3% | -2.8% | +3.8% |
| 3M | -33.3% | -16.0% | -17.3% | -13.2% |
| 6M | -46.0% | -14.2% | -31.7% | -30.2% |
| YTD | +18.2% | +12.8% | +5.4% | +10.4% |
| 1Y | +55.9% | +14.1% | +41.8% | +44.0% |
| All | +55.9% | +10.7% | +45.2% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling