+36,774.9%
COHR vs XLK
+1,458.4%
+35,316.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +2.9% |
| 7D | +8.3% | +0.2% | +8.1% | +8.2% |
| 30D | -14.1% | -0.6% | -13.5% | -13.3% |
| 3M | -16.0% | +2.6% | -18.6% | -15.2% |
| 6M | +21.5% | +34.0% | -12.5% | -2.6% |
| YTD | +65.4% | +30.7% | +34.8% | +36.9% |
| 1Y | +195.0% | +39.2% | +155.8% | +133.8% |
| 3Y | +830.2% | +120.4% | +709.7% | +435.3% |
| 5Y | +397.1% | +148.8% | +248.3% | +166.4% |
| 10Y | +1,317.7% | +803.3% | +514.4% | +197.4% |
| All | +36,774.9% | +1,458.4% | +35,316.5% | +7,337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling