+26.1%
COHR vs YUM
+9.8%
+16.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.1% | -12.9% | -13.1% |
| 7D | -28.4% | +7.5% | -35.9% | -23.7% |
| 30D | -49.8% | +18.8% | -68.6% | -41.9% |
| 3M | -48.3% | +9.6% | -57.8% | -43.6% |
| 6M | -49.4% | +9.0% | -58.4% | -43.2% |
| YTD | -8.0% | +11.4% | -19.4% | +8.4% |
| 1Y | +26.1% | +13.3% | +12.8% | +53.7% |
| All | +26.1% | +9.8% | +16.3% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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