+1,298.9%
COHR vs TECK
+377.7%
+921.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.8% |
| 7D | +8.3% | -3.8% | +12.2% | +10.2% |
| 30D | -14.1% | +0.7% | -14.9% | -14.4% |
| 3M | -16.0% | +4.6% | -20.6% | -17.2% |
| 6M | +21.5% | +25.1% | -3.7% | +12.2% |
| YTD | +65.4% | +39.2% | +26.3% | +46.1% |
| 1Y | +195.0% | +60.3% | +134.7% | +146.9% |
| 3Y | +830.2% | +62.9% | +767.3% | +666.1% |
| 5Y | +397.1% | +181.5% | +215.6% | +220.1% |
| All | +1,298.9% | +377.7% | +921.2% | +643.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling