+830.2%
COHR vs XYL
+15.7%
+814.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.8% |
| 7D | +8.3% | +1.2% | +7.1% | +7.3% |
| 30D | -14.1% | -11.9% | -2.2% | -4.0% |
| 3M | -16.0% | -1.5% | -14.5% | -17.9% |
| 6M | +21.5% | -11.9% | +33.4% | +32.5% |
| YTD | +65.4% | -20.6% | +86.0% | +97.5% |
| 1Y | +195.0% | -23.5% | +218.5% | +270.2% |
| 3Y | +830.2% | +14.9% | +815.3% | +622.1% |
| All | +830.2% | +15.7% | +814.5% | +622.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling