+35,301.7%
COHR vs XLB
+793.0%
+34,508.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.4% |
| 7D | +10.9% | -3.5% | +14.4% | +14.1% |
| 30D | -10.8% | -4.7% | -6.1% | -7.5% |
| 3M | -17.4% | +2.7% | -20.1% | -19.7% |
| 6M | +12.5% | +2.6% | +9.9% | +10.2% |
| YTD | +58.8% | +12.8% | +46.0% | +44.2% |
| 1Y | +183.3% | +14.0% | +169.3% | +154.9% |
| 3Y | +783.0% | +31.5% | +751.6% | +635.3% |
| 5Y | +377.2% | +33.4% | +343.8% | +303.0% |
| 10Y | +1,261.0% | +161.3% | +1,099.8% | +644.1% |
| All | +35,301.7% | +793.0% | +34,508.6% | +12,992.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling