+1,298.9%
COHR vs XLY
+220.9%
+1,078.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.1% |
| 7D | +8.3% | -1.7% | +10.0% | +10.6% |
| 30D | -14.1% | -4.2% | -10.0% | -10.2% |
| 3M | -16.0% | -2.7% | -13.3% | -14.2% |
| 6M | +21.5% | -0.6% | +22.1% | +21.1% |
| YTD | +65.4% | -5.0% | +70.5% | +73.6% |
| 1Y | +195.0% | -4.1% | +199.1% | +205.5% |
| 3Y | +830.2% | +33.6% | +796.6% | +574.7% |
| 5Y | +397.1% | +28.7% | +368.4% | +276.4% |
| All | +1,298.9% | +220.9% | +1,078.0% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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