+100.5%
NBIS vs COHR
+21.4%
+79.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.7% | -4.5% |
| 7D | -0.8% | +8.3% | -9.2% | -6.3% |
| 30D | -13.4% | -14.1% | +0.8% | -4.6% |
| 3M | +1.0% | -16.0% | +17.0% | +6.9% |
| 6M | +100.5% | +21.5% | +79.0% | +61.2% |
| All | +100.5% | +21.4% | +79.1% | +61.2% |
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 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