+377.2%
COHR vs XLP
+31.1%
+346.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +10.9% | -2.5% | +13.4% | +11.2% |
| 30D | -10.8% | -1.9% | -8.9% | -10.7% |
| 3M | -17.4% | -2.1% | -15.2% | -17.7% |
| 6M | +12.5% | -1.8% | +14.3% | +11.7% |
| YTD | +58.8% | +8.3% | +50.5% | +49.7% |
| 1Y | +183.3% | +6.8% | +176.5% | +167.7% |
| 3Y | +783.0% | +25.7% | +757.3% | +600.8% |
| 5Y | +377.2% | +31.9% | +345.3% | +258.9% |
| All | +377.2% | +31.1% | +346.2% | +258.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling