+830.2%
COHR vs XRT
+41.2%
+789.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +2.8% |
| 7D | +8.3% | -3.2% | +11.5% | +11.7% |
| 30D | -14.1% | -4.5% | -9.6% | -10.7% |
| 3M | -16.0% | -3.1% | -12.9% | -15.3% |
| 6M | +21.5% | +4.2% | +17.2% | +12.3% |
| YTD | +65.4% | -0.1% | +65.6% | +60.1% |
| 1Y | +195.0% | -3.0% | +198.1% | +194.8% |
| 3Y | +830.2% | +41.8% | +788.4% | +485.1% |
| All | +830.2% | +41.2% | +789.0% | +485.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling