+1,298.9%
COHR vs XYZ
+610.4%
+688.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | -4.3% | +12.6% | +10.1% |
| 30D | -14.1% | +1.2% | -15.3% | -15.1% |
| 3M | -16.0% | +14.6% | -30.7% | -21.5% |
| 6M | +21.5% | +22.6% | -1.1% | +10.0% |
| YTD | +65.4% | +21.7% | +43.8% | +47.8% |
| 1Y | +195.0% | +6.7% | +188.3% | +176.3% |
| 3Y | +830.2% | +46.8% | +783.3% | +639.6% |
| 5Y | +397.1% | -68.0% | +465.1% | +522.1% |
| All | +1,298.9% | +610.4% | +688.5% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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