+1,298.9%
COHR vs Z
-2.5%
+1,301.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.0% |
| 7D | +8.3% | -6.0% | +14.4% | +10.1% |
| 30D | -14.1% | -2.3% | -11.9% | -14.6% |
| 3M | -16.0% | -0.6% | -15.4% | -18.4% |
| 6M | +21.5% | -27.6% | +49.1% | +29.8% |
| YTD | +65.4% | -52.4% | +117.8% | +99.2% |
| 1Y | +195.0% | -63.6% | +258.6% | +284.7% |
| 3Y | +830.2% | -36.4% | +866.5% | +886.9% |
| 5Y | +397.1% | -64.6% | +461.7% | +480.1% |
| All | +1,298.9% | -2.5% | +1,301.3% | +1,015.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling