+589.3%
COHR vs ZS
+498.3%
+91.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +4.0% |
| 7D | +8.3% | -3.1% | +11.4% | +9.2% |
| 30D | -14.1% | -7.2% | -6.9% | -13.1% |
| 3M | -16.0% | +30.5% | -46.5% | -23.4% |
| 6M | +21.5% | +7.0% | +14.5% | +11.0% |
| YTD | +65.4% | -26.8% | +92.3% | +68.1% |
| 1Y | +195.0% | -42.6% | +237.6% | +223.5% |
| 3Y | +830.2% | -0.3% | +830.5% | +742.3% |
| 5Y | +397.1% | -39.2% | +436.3% | +376.9% |
| All | +589.3% | +498.3% | +91.0% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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