+62,442.9%
COHR vs UNP
+9,560.2%
+52,882.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | +10.9% | -1.2% | +12.0% | +11.4% |
| 30D | -10.8% | -2.0% | -8.8% | -10.0% |
| 3M | -17.4% | +7.5% | -24.9% | -20.4% |
| 6M | +12.5% | +15.3% | -2.9% | +4.0% |
| YTD | +58.8% | +25.4% | +33.4% | +40.9% |
| 1Y | +183.3% | +35.6% | +147.7% | +141.8% |
| 3Y | +783.0% | +44.1% | +738.9% | +633.4% |
| 5Y | +377.2% | +54.0% | +323.3% | +281.9% |
| 10Y | +1,261.0% | +283.9% | +977.1% | +644.9% |
| All | +62,442.9% | +9,560.2% | +52,882.8% | +20,385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling