+21.5%
COHR vs Z
-26.2%
+47.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +5.5% |
| 7D | +8.3% | -6.0% | +14.4% | +5.9% |
| 30D | -14.1% | -2.3% | -11.9% | -14.5% |
| 3M | -16.0% | -0.6% | -15.4% | -13.7% |
| 6M | +21.5% | -27.6% | +49.1% | +41.5% |
| All | +21.5% | -26.2% | +47.7% | +41.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling