+824.4%
COHR vs XLP
+25.5%
+798.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -0.2% |
| 7D | +13.0% | -2.9% | +15.9% | +11.0% |
| 30D | -6.7% | -2.2% | -4.4% | -7.7% |
| 3M | -14.7% | -0.6% | -14.2% | -14.5% |
| 6M | +20.3% | -2.2% | +22.5% | +20.3% |
| YTD | +64.4% | +8.3% | +56.2% | +66.7% |
| 1Y | +205.9% | +5.7% | +200.1% | +211.9% |
| All | +824.4% | +25.5% | +798.9% | +737.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling