+195.0%
COHR vs XLP
+6.9%
+188.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.8% |
| 7D | +8.3% | -1.4% | +9.8% | +5.6% |
| 30D | -14.1% | -2.0% | -12.1% | -16.3% |
| 3M | -16.0% | -1.5% | -14.5% | -15.3% |
| 6M | +21.5% | -0.2% | +21.7% | +23.7% |
| YTD | +65.4% | +8.7% | +56.8% | +105.6% |
| 1Y | +195.0% | +6.3% | +188.7% | +258.5% |
| All | +195.0% | +6.9% | +188.1% | +258.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling