+2,957.0%
COHR vs QLD
+9,036.4%
-6,079.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.4% |
| 7D | +1.0% | +0.6% | +0.4% | +0.5% |
| 30D | -14.1% | -0.1% | -14.0% | -13.7% |
| 3M | -33.2% | -8.4% | -24.8% | -27.5% |
| 6M | +2.5% | +32.2% | -29.7% | -11.0% |
| YTD | +52.7% | +28.9% | +23.8% | +35.1% |
| 1Y | +194.8% | +43.8% | +150.9% | +145.9% |
| 3Y | +650.8% | +176.6% | +474.2% | +343.5% |
| 5Y | +358.4% | +121.6% | +236.8% | +189.8% |
| 10Y | +1,191.2% | +1,652.9% | -461.8% | +133.3% |
| All | +2,957.0% | +9,036.4% | -6,079.4% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling