+3,243.1%
COHR vs UAL
+232.4%
+3,010.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +7.7% |
| 7D | +11.0% | +3.5% | +7.5% | +10.1% |
| 30D | -20.4% | -16.5% | -3.9% | -17.2% |
| 3M | -24.9% | +2.8% | -27.7% | -25.3% |
| 6M | +28.1% | +17.6% | +10.5% | +23.4% |
| YTD | +63.6% | -3.2% | +66.8% | +63.8% |
| 1Y | +205.9% | +0.4% | +205.5% | +203.4% |
| 3Y | +809.3% | +128.2% | +681.1% | +657.2% |
| 5Y | +397.1% | +137.7% | +259.4% | +305.3% |
| 10Y | +1,238.1% | +99.1% | +1,139.0% | +937.5% |
| All | +3,243.1% | +232.4% | +3,010.7% | +1,621.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling