+815.4%
GOOG vs COHR
+1,150.0%
-334.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -12.7% | +15.8% | +5.4% |
| 7D | +3.1% | -5.4% | +8.6% | +3.8% |
| 30D | +0.7% | -18.2% | +18.9% | +3.7% |
| 3M | -3.4% | -30.8% | +27.4% | +0.4% |
| 6M | +14.8% | +9.8% | +5.0% | +6.1% |
| YTD | +10.4% | +44.4% | -34.0% | -5.1% |
| 1Y | +43.6% | +158.8% | -115.2% | +7.4% |
| 3Y | +151.1% | +689.6% | -538.5% | +35.3% |
| 5Y | +143.4% | +337.3% | -194.0% | +43.0% |
| 10Y | +815.4% | +1,152.9% | -337.6% | +300.7% |
| All | +815.4% | +1,150.0% | -334.6% | +300.7% |
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