+194.8%
COHR vs XLK
+44.7%
+150.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +5.1% |
| 7D | +1.0% | +0.9% | +0.1% | -0.9% |
| 30D | -14.1% | +0.7% | -14.9% | -14.4% |
| 3M | -33.2% | -2.9% | -30.3% | -26.0% |
| 6M | +2.5% | +34.3% | -31.7% | -39.7% |
| YTD | +52.7% | +30.4% | +22.3% | -4.0% |
| 1Y | +194.8% | +43.4% | +151.4% | +38.4% |
| All | +194.8% | +44.7% | +150.1% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 1y: compounded portfolio wealth divided by compounded XLK 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…
1y analysis · Full analysis span regression · 6 months rolling