+1,706.9%
COHR vs Z
+17.5%
+1,689.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.3% |
| 6M | +21.5% | -27.6% | +49.1% | +29.4% |
| YTD | +65.4% | -52.4% | +117.8% | +97.5% |
| 1Y | +195.0% | -63.6% | +258.6% | +279.9% |
| 3Y | +830.2% | -36.4% | +866.5% | +886.2% |
| 5Y | +397.1% | -64.6% | +461.7% | +476.3% |
| 10Y | +1,317.7% | -2.8% | +1,320.5% | +1,087.2% |
| All | +1,706.9% | +17.5% | +1,689.4% | +1,334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling