+1,298.9%
COHR vs XLP
+107.2%
+1,191.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +3.9% |
| 7D | +8.3% | -1.4% | +9.8% | +9.3% |
| 30D | -14.1% | -2.0% | -12.1% | -13.6% |
| 3M | -16.0% | -1.5% | -14.5% | -16.9% |
| 6M | +21.5% | -0.2% | +21.7% | +18.1% |
| YTD | +65.4% | +8.7% | +56.8% | +49.8% |
| 1Y | +195.0% | +6.3% | +188.7% | +169.4% |
| 3Y | +830.2% | +25.1% | +805.1% | +610.0% |
| 5Y | +397.1% | +32.4% | +364.7% | +258.5% |
| All | +1,298.9% | +107.2% | +1,191.6% | +606.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling