+1.0%
NVDA vs COHR
+54.9%
-53.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.8% | -2.0% |
| 7D | -7.1% | -18.6% | +11.5% | -3.3% |
| 30D | -16.2% | -41.5% | +25.3% | -7.4% |
| 3M | -5.5% | -39.7% | +34.3% | +2.6% |
| 6M | +1.1% | -40.9% | +41.9% | +8.1% |
| YTD | +7.6% | +5.7% | +1.9% | +0.6% |
| 1Y | +1.0% | +51.6% | -50.6% | -9.5% |
| All | +1.0% | +54.9% | -53.9% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling