+336.2%
COHR vs ZETA
+235.0%
+101.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | +8.3% | -3.7% | +12.1% | +9.2% |
| 30D | -14.1% | +5.7% | -19.8% | -15.6% |
| 3M | -16.0% | +50.4% | -66.5% | -24.9% |
| 6M | +21.5% | +65.5% | -44.0% | +4.3% |
| YTD | +65.4% | +48.3% | +17.1% | +44.1% |
| 1Y | +195.0% | +45.4% | +149.6% | +156.8% |
| 3Y | +830.2% | +270.8% | +559.4% | +510.7% |
| 5Y | +397.1% | +336.1% | +61.0% | +206.0% |
| All | +336.2% | +235.0% | +101.2% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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