+893.1%
COHR vs ZCMD
-100.0%
+993.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.1% | +11.2% | +4.3% |
| 7D | +8.3% | -5.4% | +13.8% | +8.4% |
| 30D | -14.1% | -24.8% | +10.6% | -13.9% |
| 3M | -16.0% | -62.8% | +46.8% | -16.6% |
| 6M | +21.5% | -99.5% | +121.0% | +26.6% |
| YTD | +65.4% | -99.8% | +165.2% | +73.7% |
| 1Y | +195.0% | -99.9% | +294.9% | +214.4% |
| 3Y | +830.2% | -100.0% | +930.1% | +981.1% |
| 5Y | +397.1% | -100.0% | +497.1% | +478.6% |
| All | +893.1% | -100.0% | +993.1% | +1,459.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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