+393.6%
COHR vs YUM
+19.0%
+374.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.9% |
| 7D | +8.3% | -6.1% | +14.4% | +10.6% |
| 30D | -14.1% | -5.8% | -8.3% | -12.7% |
| 3M | -16.0% | -7.6% | -8.4% | -14.5% |
| 6M | +21.5% | -9.1% | +30.6% | +23.7% |
| YTD | +65.4% | -5.5% | +71.0% | +63.7% |
| 1Y | +195.0% | -3.7% | +198.7% | +185.4% |
| 3Y | +830.2% | +17.8% | +812.4% | +635.7% |
| All | +393.6% | +19.0% | +374.6% | +273.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling