+63,430.7%
NFLX vs COHR
+8,100.6%
+55,330.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.7% |
| 7D | -8.1% | +10.9% | -18.9% | -10.4% |
| 30D | +1.6% | -10.8% | +12.4% | +3.0% |
| 3M | -7.3% | -17.4% | +10.1% | -7.4% |
| 6M | -21.6% | +12.5% | -34.1% | -29.6% |
| YTD | -18.9% | +58.8% | -77.8% | -34.4% |
| 1Y | -39.1% | +183.3% | -222.4% | -58.4% |
| 3Y | +71.7% | +783.0% | -711.4% | -21.9% |
| 5Y | +27.0% | +377.2% | -350.3% | -35.3% |
| 10Y | +687.7% | +1,261.0% | -573.4% | +160.8% |
| All | +63,430.7% | +8,100.6% | +55,330.1% | +8,737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling