+1,298.9%
COHR vs XLU
+140.5%
+1,158.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | -1.6% | +9.9% | +9.3% |
| 30D | -14.1% | -3.3% | -10.8% | -12.6% |
| 3M | -16.0% | -3.2% | -12.9% | -14.8% |
| 6M | +21.5% | -7.0% | +28.4% | +25.9% |
| YTD | +65.4% | +0.6% | +64.8% | +64.5% |
| 1Y | +195.0% | +2.4% | +192.6% | +190.9% |
| 3Y | +830.2% | +46.3% | +783.9% | +664.0% |
| 5Y | +397.1% | +44.0% | +353.1% | +308.3% |
| All | +1,298.9% | +140.5% | +1,158.4% | +942.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling