+830.2%
COHR vs XLB
+31.1%
+799.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.6% |
| 7D | +8.3% | -2.8% | +11.2% | +12.7% |
| 30D | -14.1% | -3.1% | -11.0% | -10.5% |
| 3M | -16.0% | -0.2% | -15.9% | -17.2% |
| 6M | +21.5% | +3.1% | +18.4% | +15.3% |
| YTD | +65.4% | +13.3% | +52.2% | +35.2% |
| 1Y | +195.0% | +12.0% | +183.0% | +144.8% |
| 3Y | +830.2% | +31.4% | +798.8% | +497.1% |
| All | +830.2% | +31.1% | +799.0% | +497.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling