+387.4%
COHR vs QLD
+120.6%
+266.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | +13.0% | +1.9% | +11.1% | +11.1% |
| 30D | -6.7% | -1.8% | -4.9% | -5.1% |
| 3M | -14.7% | -0.1% | -14.6% | -12.6% |
| 6M | +20.3% | +32.6% | -12.3% | -0.5% |
| YTD | +64.4% | +27.9% | +36.5% | +40.7% |
| 1Y | +205.9% | +40.3% | +165.6% | +146.3% |
| 3Y | +814.1% | +182.5% | +631.6% | +378.6% |
| 5Y | +387.4% | +122.5% | +264.8% | +168.2% |
| All | +387.4% | +120.6% | +266.7% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling