+393.6%
COHR vs TTWO
+39.3%
+354.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.3% |
| 3M | -16.0% | +1.6% | -17.6% | -18.7% |
| 6M | +21.5% | +2.1% | +19.4% | +15.7% |
| YTD | +65.4% | -15.8% | +81.3% | +74.8% |
| 1Y | +195.0% | -12.6% | +207.6% | +203.9% |
| 3Y | +830.2% | +48.2% | +781.9% | +600.2% |
| All | +393.6% | +39.3% | +354.2% | +226.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling