+51.6%
COHR vs Z
-54.2%
+105.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.4% | -15.4% | -3.3% |
| 7D | -18.6% | +10.2% | -28.7% | -16.0% |
| 30D | -41.5% | +23.7% | -65.2% | -37.6% |
| 3M | -39.7% | -6.6% | -33.2% | -38.5% |
| 6M | -40.9% | -23.0% | -17.9% | -36.0% |
| YTD | +5.7% | -50.3% | +56.0% | +18.7% |
| 1Y | +51.6% | -53.6% | +105.2% | +74.3% |
| All | +51.6% | -54.2% | +105.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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