+1,298.9%
COHR vs UAL
+112.5%
+1,186.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.0% | +3.1% |
| 7D | +8.3% | -1.4% | +9.7% | +8.8% |
| 30D | -14.1% | -12.2% | -1.9% | -10.3% |
| 3M | -16.0% | -2.5% | -13.5% | -15.0% |
| 6M | +21.5% | +21.1% | +0.4% | +13.2% |
| YTD | +65.4% | -1.8% | +67.2% | +64.5% |
| 1Y | +195.0% | +0.4% | +194.6% | +189.8% |
| 3Y | +830.2% | +130.3% | +699.9% | +586.5% |
| 5Y | +397.1% | +147.7% | +249.4% | +250.9% |
| All | +1,298.9% | +112.5% | +1,186.4% | +959.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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