+1,298.9%
COHR vs XRT
+128.2%
+1,170.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.0% |
| 7D | +8.3% | -3.2% | +11.5% | +11.1% |
| 30D | -14.1% | -4.5% | -9.6% | -11.3% |
| 3M | -16.0% | -3.1% | -12.9% | -15.2% |
| 6M | +21.5% | +4.2% | +17.2% | +15.3% |
| YTD | +65.4% | -0.1% | +65.6% | +62.5% |
| 1Y | +195.0% | -3.0% | +198.1% | +195.6% |
| 3Y | +830.2% | +41.8% | +788.4% | +605.4% |
| 5Y | +397.1% | -1.3% | +398.4% | +390.0% |
| All | +1,298.9% | +128.2% | +1,170.7% | +585.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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