+1,298.9%
COHR vs WYNN
+1.1%
+1,297.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | +8.3% | -4.2% | +12.5% | +10.2% |
| 30D | -14.1% | -14.6% | +0.5% | -8.7% |
| 3M | -16.0% | -18.4% | +2.4% | -9.5% |
| 6M | +21.5% | -11.9% | +33.4% | +26.4% |
| YTD | +65.4% | -26.6% | +92.0% | +83.6% |
| 1Y | +195.0% | -28.5% | +223.5% | +228.3% |
| 3Y | +830.2% | -5.1% | +835.3% | +811.5% |
| 5Y | +397.1% | -10.5% | +407.6% | +376.7% |
| All | +1,298.9% | +1.1% | +1,297.7% | +1,101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 10y: compounded portfolio wealth divided by compounded WYNN 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…
10y analysis · Full analysis span regression · 6 months rolling