+195.0%
COHR vs QQQM
+23.2%
+171.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +1.9% |
| 7D | +8.3% | -0.6% | +8.9% | +10.0% |
| 30D | -14.1% | -1.2% | -12.9% | -11.2% |
| 3M | -16.0% | -0.1% | -15.9% | -12.4% |
| 6M | +21.5% | +18.0% | +3.5% | -12.8% |
| YTD | +65.4% | +16.7% | +48.8% | +23.2% |
| 1Y | +195.0% | +23.0% | +172.0% | +88.1% |
| All | +195.0% | +23.2% | +171.8% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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