+195.0%
COHR vs QLD
+38.3%
+156.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +1.9% |
| 7D | +8.3% | -1.2% | +9.6% | +10.2% |
| 30D | -14.1% | -3.0% | -11.1% | -10.6% |
| 3M | -16.0% | -2.8% | -13.2% | -10.9% |
| 6M | +21.5% | +32.0% | -10.5% | -9.7% |
| YTD | +65.4% | +27.3% | +38.2% | +29.1% |
| 1Y | +195.0% | +37.9% | +157.1% | +101.7% |
| All | +195.0% | +38.3% | +156.7% | +101.7% |
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