+220,816.6%
CSCO vs COHR
+77,590.9%
+143,225.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | 0.0% | +13.0% | -13.0% | -1.8% |
| 30D | -10.7% | -6.7% | -4.1% | -10.1% |
| 3M | -8.7% | -14.7% | +6.0% | -8.1% |
| 6M | +44.9% | +20.3% | +24.6% | +38.1% |
| YTD | +44.1% | +64.4% | -20.3% | +30.7% |
| 1Y | +65.9% | +205.9% | -140.0% | +36.7% |
| 3Y | +109.0% | +814.1% | -705.1% | +41.5% |
| 5Y | +114.8% | +387.4% | -272.6% | +53.4% |
| 10Y | +377.3% | +1,308.9% | -931.6% | +180.2% |
| All | +220,816.6% | +77,590.9% | +143,225.7% | +92,541.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling