+393.6%
COHR vs QXO
-70.1%
+463.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +8.3% | -7.8% | +16.1% | +8.7% |
| 30D | -14.1% | -18.1% | +4.0% | -13.5% |
| 3M | -16.0% | -25.8% | +9.7% | -15.0% |
| 6M | +21.5% | -41.7% | +63.2% | +23.9% |
| YTD | +65.4% | -36.2% | +101.6% | +67.9% |
| 1Y | +195.0% | -42.1% | +237.1% | +200.2% |
| 3Y | +830.2% | -46.2% | +876.3% | +786.6% |
| All | +393.6% | -70.1% | +463.7% | +383.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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