+830.2%
COHR vs QQQM
+94.0%
+736.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +2.2% |
| 7D | +8.3% | -0.6% | +8.9% | +9.8% |
| 30D | -14.1% | -1.2% | -12.9% | -11.6% |
| 3M | -16.0% | -0.1% | -15.9% | -12.3% |
| 6M | +21.5% | +18.0% | +3.5% | -8.9% |
| YTD | +65.4% | +16.7% | +48.8% | +28.2% |
| 1Y | +195.0% | +23.0% | +172.0% | +108.5% |
| 3Y | +830.2% | +93.3% | +736.8% | +228.2% |
| All | +830.2% | +94.0% | +736.1% | +228.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling