+256.0%
COHR vs QLD
+89.4%
+166.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | +36.7% | +12.5% | +24.2% | +24.6% |
| 30D | -20.0% | -15.7% | -4.3% | -5.5% |
| 3M | -34.7% | -11.9% | -22.8% | -25.4% |
| 6M | -37.9% | -10.3% | -27.7% | -28.1% |
| YTD | +25.7% | +15.6% | +10.1% | +20.3% |
| 1Y | +48.1% | +12.1% | +36.0% | +46.2% |
| 3Y | +583.2% | +150.7% | +432.5% | +304.5% |
| 5Y | +256.0% | +86.6% | +169.3% | +132.0% |
| All | +256.0% | +89.4% | +166.5% | +132.0% |
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 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