+65,045.6%
COHR vs WY
+655.2%
+64,390.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +8.3% | -4.2% | +12.5% | +9.9% |
| 30D | -14.1% | -10.1% | -4.0% | -11.0% |
| 3M | -16.0% | -8.5% | -7.5% | -13.9% |
| 6M | +21.5% | -3.3% | +24.8% | +21.9% |
| YTD | +65.4% | -4.4% | +69.8% | +65.7% |
| 1Y | +195.0% | -11.5% | +206.5% | +202.8% |
| 3Y | +830.2% | -24.3% | +854.5% | +905.9% |
| 5Y | +397.1% | -21.3% | +418.4% | +435.4% |
| 10Y | +1,317.7% | +7.0% | +1,310.7% | +1,233.0% |
| All | +65,045.6% | +655.2% | +64,390.4% | +50,481.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling