+830.2%
COHR vs XLI
+70.0%
+760.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +1.9% |
| 7D | +8.3% | -1.7% | +10.0% | +12.2% |
| 30D | -14.1% | -7.3% | -6.9% | +1.4% |
| 3M | -16.0% | -1.3% | -14.7% | -11.0% |
| 6M | +21.5% | +2.2% | +19.2% | +20.0% |
| YTD | +65.4% | +11.7% | +53.7% | +36.7% |
| 1Y | +195.0% | +14.3% | +180.8% | +134.1% |
| 3Y | +830.2% | +70.3% | +759.8% | +246.3% |
| All | +830.2% | +70.0% | +760.2% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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