+393.6%
COHR vs XOM
+261.9%
+131.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +8.3% | +4.1% | +4.3% | +7.6% |
| 30D | -14.1% | +4.6% | -18.7% | -14.9% |
| 3M | -16.0% | +14.0% | -30.0% | -18.6% |
| 6M | +21.5% | +11.0% | +10.5% | +17.3% |
| YTD | +65.4% | +40.7% | +24.7% | +48.2% |
| 1Y | +195.0% | +52.3% | +142.7% | +157.1% |
| 3Y | +830.2% | +60.5% | +769.7% | +692.2% |
| All | +393.6% | +261.9% | +131.6% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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