+12.5%
COHR vs ZETA
+60.1%
-47.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.3% |
| 7D | +10.9% | -6.5% | +17.4% | +10.0% |
| 30D | -10.8% | +4.8% | -15.6% | -10.1% |
| 3M | -17.4% | +53.3% | -70.7% | -10.8% |
| 6M | +12.5% | +66.8% | -54.3% | +31.6% |
| All | +12.5% | +60.1% | -47.6% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling