+13,449.8%
GOOG vs COHR
+3,278.0%
+10,171.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.6% | +0.7% |
| 7D | 0.0% | +8.3% | -8.3% | -1.7% |
| 30D | -2.0% | -14.1% | +12.2% | +0.5% |
| 3M | -5.9% | -16.0% | +10.2% | -5.5% |
| 6M | +8.9% | +21.5% | -12.6% | -1.7% |
| YTD | +7.1% | +65.4% | -58.3% | -11.3% |
| 1Y | +39.7% | +195.0% | -155.3% | -0.1% |
| 3Y | +145.8% | +830.2% | -684.3% | +23.5% |
| 5Y | +138.6% | +397.1% | -258.5% | +31.9% |
| 10Y | +791.5% | +1,317.7% | -526.2% | +234.0% |
| All | +13,449.8% | +3,278.0% | +10,171.8% | +3,888.6% |
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 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