+379.9%
CSCO vs COHR
+1,321.6%
-941.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +3.6% |
| 7D | +2.7% | +8.3% | -5.7% | +1.1% |
| 30D | -9.5% | -14.1% | +4.7% | -7.2% |
| 3M | -7.6% | -16.0% | +8.4% | -6.5% |
| 6M | +44.9% | +21.5% | +23.4% | +35.4% |
| YTD | +47.7% | +65.4% | -17.8% | +29.1% |
| 1Y | +69.1% | +195.0% | -125.9% | +30.6% |
| 3Y | +113.5% | +830.2% | -716.6% | +21.3% |
| 5Y | +122.8% | +397.1% | -274.3% | +37.4% |
| All | +379.9% | +1,321.6% | -941.7% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling