+26,242.6%
COHR vs XLP
+585.4%
+25,657.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.4% | -6.9% |
| 7D | +13.1% | +2.5% | +10.6% | +11.5% |
| 30D | -17.2% | +7.3% | -24.5% | -21.4% |
| 3M | -33.3% | +8.1% | -41.4% | -37.7% |
| 6M | -46.0% | +10.5% | -56.4% | -51.2% |
| YTD | +18.2% | +21.2% | -3.0% | -0.3% |
| 1Y | +55.9% | +22.7% | +33.1% | +30.0% |
| 3Y | +544.7% | +44.8% | +499.9% | +364.3% |
| 5Y | +234.6% | +44.7% | +189.9% | +142.1% |
| 10Y | +656.2% | +139.1% | +517.1% | +290.4% |
| All | +26,242.6% | +585.4% | +25,657.2% | +7,714.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling