+393.6%
COHR vs XLK
+146.9%
+246.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +2.1% |
| 7D | +8.3% | +0.2% | +8.1% | +8.1% |
| 30D | -14.1% | -0.6% | -13.5% | -12.8% |
| 3M | -16.0% | +2.6% | -18.6% | -15.6% |
| 6M | +21.5% | +34.0% | -12.5% | -16.7% |
| YTD | +65.4% | +30.7% | +34.8% | +19.0% |
| 1Y | +195.0% | +39.2% | +155.8% | +97.2% |
| 3Y | +830.2% | +120.4% | +709.7% | +273.9% |
| All | +393.6% | +146.9% | +246.6% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling