+195.0%
COHR vs YUM
-2.1%
+197.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +2.8% |
| 7D | +8.3% | -6.1% | +14.4% | +4.2% |
| 30D | -14.1% | -5.8% | -8.3% | -17.0% |
| 3M | -16.0% | -7.6% | -8.4% | -19.6% |
| 6M | +21.5% | -9.1% | +30.6% | +17.4% |
| YTD | +65.4% | -5.5% | +71.0% | +64.3% |
| 1Y | +195.0% | -3.7% | +198.7% | +208.7% |
| All | +195.0% | -2.1% | +197.1% | +208.7% |
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