+393.6%
COHR vs ULTA
+44.7%
+348.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.4% |
| 7D | +8.3% | -3.1% | +11.4% | +9.5% |
| 30D | -14.1% | +2.8% | -16.9% | -15.4% |
| 3M | -16.0% | +14.8% | -30.8% | -20.7% |
| 6M | +21.5% | -16.2% | +37.7% | +28.7% |
| YTD | +65.4% | -9.6% | +75.1% | +69.4% |
| 1Y | +195.0% | +4.8% | +190.2% | +181.5% |
| 3Y | +830.2% | +30.7% | +799.5% | +661.0% |
| All | +393.6% | +44.7% | +348.9% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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