+9.8%
GOOGL vs COHR
+21.4%
-11.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +1.7% |
| 7D | 0.0% | +8.3% | -8.3% | -0.2% |
| 30D | -1.4% | -14.1% | +12.7% | -0.9% |
| 3M | -5.3% | -16.0% | +10.7% | -5.3% |
| 6M | +9.8% | +21.5% | -11.7% | +1.8% |
| All | +9.8% | +21.4% | -11.6% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling