+26.1%
COHR vs TTWO
-15.9%
+42.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +2.1% | -15.1% | -12.7% |
| 7D | -28.4% | +10.3% | -38.8% | -27.5% |
| 30D | -49.8% | +5.3% | -55.2% | -49.3% |
| 3M | -48.3% | -9.2% | -39.1% | -48.0% |
| 6M | -49.4% | -4.4% | -45.1% | -49.8% |
| YTD | -8.0% | -16.7% | +8.6% | -4.1% |
| 1Y | +26.1% | -16.3% | +42.3% | +30.7% |
| All | +26.1% | -15.9% | +42.0% | +30.7% |
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