+194.8%
COHR vs XYL
-23.4%
+218.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.6% | +7.4% |
| 7D | +1.0% | -5.0% | +6.0% | +3.0% |
| 30D | -14.1% | -13.2% | -0.9% | -9.3% |
| 3M | -33.2% | -3.7% | -29.5% | -35.2% |
| 6M | +2.5% | -17.7% | +20.2% | +11.2% |
| YTD | +52.7% | -21.5% | +74.2% | +64.0% |
| 1Y | +194.8% | -24.5% | +219.3% | +248.8% |
| All | +194.8% | -23.4% | +218.1% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling