+393.6%
COHR vs WY
-22.2%
+415.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +8.3% | -4.2% | +12.5% | +11.1% |
| 30D | -14.1% | -10.1% | -4.0% | -8.8% |
| 3M | -16.0% | -8.5% | -7.5% | -12.5% |
| 6M | +21.5% | -3.3% | +24.8% | +21.6% |
| YTD | +65.4% | -4.4% | +69.8% | +64.2% |
| 1Y | +195.0% | -11.5% | +206.5% | +207.8% |
| 3Y | +830.2% | -24.3% | +854.5% | +957.7% |
| All | +393.6% | -22.2% | +415.8% | +489.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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