+194.8%
COHR vs TTWO
-10.0%
+204.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.6% |
| 7D | +1.0% | -8.8% | +9.7% | +1.3% |
| 30D | -14.1% | -8.6% | -5.5% | -14.2% |
| 3M | -33.2% | -0.9% | -32.3% | -34.4% |
| 6M | +2.5% | -0.5% | +3.0% | +0.7% |
| YTD | +52.7% | -16.1% | +68.9% | +56.9% |
| 1Y | +194.8% | -10.8% | +205.6% | +202.2% |
| All | +194.8% | -10.0% | +204.8% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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