+657.5%
COHR vs XLP
+139.1%
+518.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.4% | -6.7% |
| 7D | +13.1% | +2.5% | +10.6% | +11.7% |
| 30D | -17.2% | +7.3% | -24.5% | -20.9% |
| 3M | -33.3% | +8.1% | -41.4% | -37.2% |
| 6M | -46.0% | +10.5% | -56.4% | -50.8% |
| YTD | +18.2% | +21.2% | -3.0% | -0.6% |
| 1Y | +55.9% | +22.7% | +33.1% | +29.3% |
| 3Y | +544.7% | +44.8% | +499.9% | +340.0% |
| 5Y | +234.6% | +44.7% | +189.9% | +128.2% |
| All | +657.5% | +139.1% | +518.4% | +227.4% |
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