+1,298.9%
COHR vs XLB
+163.8%
+1,135.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.7% |
| 7D | +8.3% | -2.8% | +11.2% | +12.1% |
| 30D | -14.1% | -3.1% | -11.0% | -11.0% |
| 3M | -16.0% | -0.2% | -15.9% | -16.8% |
| 6M | +21.5% | +3.1% | +18.4% | +16.6% |
| YTD | +65.4% | +13.3% | +52.2% | +41.3% |
| 1Y | +195.0% | +12.0% | +183.0% | +154.7% |
| 3Y | +830.2% | +31.4% | +798.8% | +587.7% |
| 5Y | +397.1% | +33.9% | +363.2% | +266.6% |
| All | +1,298.9% | +163.8% | +1,135.0% | +368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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