+830.2%
COHR vs XLC
+73.1%
+757.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +2.9% |
| 7D | +8.3% | +0.5% | +7.8% | +7.6% |
| 30D | -14.1% | +2.1% | -16.2% | -17.3% |
| 3M | -16.0% | +0.7% | -16.7% | -19.2% |
| 6M | +21.5% | -3.2% | +24.7% | +24.1% |
| YTD | +65.4% | -3.8% | +69.2% | +69.8% |
| 1Y | +195.0% | -2.0% | +197.0% | +193.9% |
| 3Y | +830.2% | +71.4% | +758.8% | +338.9% |
| All | +830.2% | +73.1% | +757.0% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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