+194.8%
COHR vs ZM
+21.7%
+173.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.3% | +3.3% | +6.7% |
| 7D | +1.0% | +2.9% | -2.0% | +1.0% |
| 30D | -14.1% | +0.7% | -14.8% | -14.2% |
| 3M | -33.2% | -3.7% | -29.5% | -32.1% |
| 6M | +2.5% | +29.9% | -27.3% | +4.0% |
| YTD | +52.7% | +17.4% | +35.3% | +59.1% |
| 1Y | +194.8% | +22.4% | +172.4% | +203.8% |
| All | +194.8% | +21.7% | +173.1% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 1y: compounded portfolio wealth divided by compounded ZM 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…
1y analysis · Full analysis span regression · 6 months rolling