+26.1%
COHR vs XEL
+2.6%
+23.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.2% | -12.8% | -13.0% |
| 7D | -28.4% | +1.7% | -30.1% | -28.7% |
| 30D | -49.8% | +10.5% | -60.3% | -51.6% |
| 3M | -48.3% | +4.9% | -53.2% | -49.0% |
| 6M | -49.4% | +0.2% | -49.7% | -49.7% |
| YTD | -8.0% | +11.3% | -19.4% | -7.3% |
| 1Y | +26.1% | +2.1% | +24.0% | +25.1% |
| All | +26.1% | +2.6% | +23.5% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling