+393.6%
COHR vs XLY
+28.1%
+365.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.1% |
| 7D | +8.3% | -1.7% | +10.0% | +10.5% |
| 30D | -14.1% | -4.2% | -10.0% | -10.3% |
| 3M | -16.0% | -2.7% | -13.3% | -14.3% |
| 6M | +21.5% | -0.6% | +22.1% | +21.1% |
| YTD | +65.4% | -5.0% | +70.5% | +73.4% |
| 1Y | +195.0% | -4.1% | +199.1% | +205.3% |
| 3Y | +830.2% | +33.6% | +796.6% | +584.4% |
| All | +393.6% | +28.1% | +365.4% | +260.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling