+830.2%
COHR vs WYNN
-5.1%
+835.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | +8.3% | -4.2% | +12.5% | +10.6% |
| 30D | -14.1% | -14.6% | +0.5% | -7.4% |
| 3M | -16.0% | -18.4% | +2.4% | -7.9% |
| 6M | +21.5% | -11.9% | +33.4% | +27.2% |
| YTD | +65.4% | -26.6% | +92.0% | +89.1% |
| 1Y | +195.0% | -28.5% | +223.5% | +237.4% |
| 3Y | +830.2% | -5.1% | +835.3% | +715.9% |
| All | +830.2% | -5.1% | +835.2% | +715.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling