+31.3%
NFLX vs COHR
+391.3%
-360.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +1.3% |
| 7D | -1.1% | +8.3% | -9.4% | -2.2% |
| 30D | +4.3% | -14.1% | +18.4% | +5.9% |
| 3M | -4.8% | -16.0% | +11.2% | -4.9% |
| 6M | -18.4% | +21.5% | -39.9% | -25.8% |
| YTD | -17.4% | +65.4% | -82.9% | -30.4% |
| 1Y | -35.7% | +195.0% | -230.7% | -53.2% |
| 3Y | +73.8% | +830.2% | -756.4% | -16.2% |
| All | +31.3% | +391.3% | -360.0% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling