+393.6%
COHR vs XLF
+65.0%
+328.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.4% |
| 7D | +8.3% | -1.5% | +9.8% | +10.1% |
| 30D | -14.1% | -1.2% | -13.0% | -13.5% |
| 3M | -16.0% | +9.2% | -25.2% | -25.5% |
| 6M | +21.5% | +16.3% | +5.1% | -1.0% |
| YTD | +65.4% | +5.4% | +60.0% | +51.3% |
| 1Y | +195.0% | +7.6% | +187.4% | +162.6% |
| 3Y | +830.2% | +74.2% | +756.0% | +367.9% |
| All | +393.6% | +65.0% | +328.6% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 5y: compounded portfolio wealth divided by compounded XLF 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…
5y analysis · Full analysis span regression · 6 months rolling