+36,774.9%
COHR vs XLF
+411.5%
+36,363.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.7% |
| 7D | +8.3% | -1.5% | +9.8% | +9.3% |
| 30D | -14.1% | -1.2% | -13.0% | -13.8% |
| 3M | -16.0% | +9.2% | -25.2% | -21.1% |
| 6M | +21.5% | +16.3% | +5.1% | +9.4% |
| YTD | +65.4% | +5.4% | +60.0% | +58.2% |
| 1Y | +195.0% | +7.6% | +187.4% | +178.6% |
| 3Y | +830.2% | +74.2% | +756.0% | +568.9% |
| 5Y | +397.1% | +66.1% | +331.0% | +274.9% |
| 10Y | +1,317.7% | +252.8% | +1,064.9% | +607.8% |
| All | +36,774.9% | +411.5% | +36,363.3% | +16,716.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling