+171.2%
INTC vs COHR
+805.6%
-634.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | +1.1% |
| 7D | +7.5% | +8.3% | -0.9% | +4.6% |
| 30D | +2.0% | -14.1% | +16.1% | +7.1% |
| 3M | -12.0% | -16.0% | +4.0% | -7.7% |
| 6M | +114.5% | +21.5% | +93.1% | +99.1% |
| YTD | +179.0% | +65.4% | +113.5% | +135.3% |
| 1Y | +318.3% | +195.0% | +123.3% | +198.8% |
| 3Y | +171.2% | +830.2% | -658.9% | +33.8% |
| All | +171.2% | +805.6% | -634.4% | +33.8% |
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 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