+149.6%
GOOGL vs COHR
+805.6%
-656.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +1.2% |
| 7D | 0.0% | +8.3% | -8.3% | -1.1% |
| 30D | -1.4% | -14.1% | +12.7% | +0.2% |
| 3M | -5.3% | -16.0% | +10.7% | -4.9% |
| 6M | +9.8% | +21.5% | -11.7% | +1.7% |
| YTD | +8.4% | +65.4% | -57.1% | -6.2% |
| 1Y | +41.2% | +195.0% | -153.8% | +8.5% |
| 3Y | +149.6% | +830.2% | -680.6% | +45.2% |
| All | +149.6% | +805.6% | -656.0% | +45.2% |
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