+3,184.8%
COHR vs XRT
+486.5%
+2,698.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.7% |
| 7D | +10.9% | -3.6% | +14.5% | +14.1% |
| 30D | -10.8% | -6.7% | -4.1% | -6.1% |
| 3M | -17.4% | -1.4% | -16.0% | -17.8% |
| 6M | +12.5% | +1.7% | +10.8% | +9.0% |
| YTD | +58.8% | -1.5% | +60.3% | +57.9% |
| 1Y | +183.3% | -2.5% | +185.8% | +182.3% |
| 3Y | +783.0% | +39.9% | +743.1% | +576.4% |
| 5Y | +377.2% | -2.6% | +379.9% | +382.2% |
| 10Y | +1,261.0% | +123.1% | +1,138.0% | +546.0% |
| All | +3,184.8% | +486.5% | +2,698.3% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling