+1,298.9%
COHR vs ZBRA
+435.2%
+863.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.0% |
| 7D | +8.3% | -3.4% | +11.8% | +10.5% |
| 30D | -14.1% | -7.4% | -6.7% | -10.0% |
| 3M | -16.0% | +57.5% | -73.5% | -38.1% |
| 6M | +21.5% | +64.0% | -42.5% | -13.8% |
| YTD | +65.4% | +44.3% | +21.2% | +24.3% |
| 1Y | +195.0% | +10.9% | +184.1% | +160.9% |
| 3Y | +830.2% | +37.5% | +792.6% | +621.6% |
| 5Y | +397.1% | -39.7% | +436.8% | +512.2% |
| All | +1,298.9% | +435.2% | +863.6% | +497.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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