+113.5%
CSCO vs COHR
+805.6%
-692.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +3.7% |
| 7D | +2.7% | +8.3% | -5.7% | +1.4% |
| 30D | -9.5% | -14.1% | +4.7% | -7.6% |
| 3M | -7.6% | -16.0% | +8.4% | -6.7% |
| 6M | +44.9% | +21.5% | +23.4% | +38.1% |
| YTD | +47.7% | +65.4% | -17.8% | +34.2% |
| 1Y | +69.1% | +195.0% | -125.9% | +40.5% |
| 3Y | +113.5% | +830.2% | -716.6% | +42.1% |
| All | +113.5% | +805.6% | -692.1% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling