+1,298.9%
COHR vs TTWO
+406.5%
+892.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.5% |
| 7D | +8.3% | +0.4% | +8.0% | +8.0% |
| 30D | -14.1% | -11.3% | -2.8% | -9.4% |
| 3M | -16.0% | +1.6% | -17.6% | -18.3% |
| 6M | +21.5% | +2.1% | +19.4% | +16.5% |
| YTD | +65.4% | -15.8% | +81.3% | +74.0% |
| 1Y | +195.0% | -12.6% | +207.6% | +203.6% |
| 3Y | +830.2% | +48.2% | +781.9% | +629.2% |
| 5Y | +397.1% | +40.0% | +357.1% | +284.1% |
| All | +1,298.9% | +406.5% | +892.3% | +531.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling