+48.4%
COHR vs ZYBT
-25.1%
+73.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.3% | +10.5% | +9.3% |
| 7D | +20.2% | +10.9% | +9.3% | +20.2% |
| 30D | -18.6% | -10.1% | -8.5% | -18.6% |
| 3M | -28.6% | -5.6% | -23.0% | -28.6% |
| 6M | -38.2% | +52.5% | -90.7% | -38.1% |
| YTD | +27.1% | +32.2% | -5.1% | +22.3% |
| 1Y | +48.4% | -28.3% | +76.7% | +47.5% |
| All | +48.4% | -25.1% | +73.5% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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