+36,353.4%
COHR vs XLP
+519.5%
+35,833.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.5% |
| 7D | +11.0% | -1.4% | +12.4% | +11.9% |
| 30D | -20.4% | -1.3% | -19.1% | -20.1% |
| 3M | -24.9% | +1.8% | -26.7% | -27.4% |
| 6M | +28.1% | -0.8% | +28.9% | +25.5% |
| YTD | +63.6% | +9.5% | +54.0% | +49.1% |
| 1Y | +205.9% | +7.2% | +198.8% | +180.8% |
| 3Y | +809.3% | +27.1% | +782.1% | +623.8% |
| 5Y | +397.1% | +32.0% | +365.0% | +286.4% |
| 10Y | +1,238.1% | +102.9% | +1,135.2% | +678.2% |
| All | +36,353.4% | +519.5% | +35,833.9% | +11,591.2% |
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