+393.6%
COHR vs UNP
+52.3%
+341.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +8.3% | -1.8% | +10.1% | +9.4% |
| 30D | -14.1% | -2.7% | -11.4% | -13.0% |
| 3M | -16.0% | +6.5% | -22.5% | -19.5% |
| 6M | +21.5% | +14.4% | +7.1% | +10.5% |
| YTD | +65.4% | +24.8% | +40.6% | +42.1% |
| 1Y | +195.0% | +34.4% | +160.6% | +140.3% |
| 3Y | +830.2% | +43.6% | +786.6% | +617.8% |
| All | +393.6% | +52.3% | +341.3% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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