+45.9%
CSCO vs COHR
+54.9%
-9.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.6% |
| 7D | -6.1% | -18.6% | +12.5% | -2.8% |
| 30D | -8.2% | -41.5% | +33.4% | -0.1% |
| 3M | -14.6% | -39.7% | +25.2% | -8.4% |
| 6M | +12.7% | -40.9% | +53.6% | +20.3% |
| YTD | +37.0% | +5.7% | +31.3% | +37.4% |
| 1Y | +45.9% | +51.6% | -5.7% | +49.8% |
| All | +45.9% | +54.9% | -9.0% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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