+14,546.7%
NVDA vs COHR
+1,321.6%
+13,225.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.8% |
| 7D | -5.1% | +8.3% | -13.5% | -8.6% |
| 30D | -2.5% | -14.1% | +11.7% | +2.7% |
| 3M | +6.7% | -16.0% | +22.7% | +8.7% |
| 6M | +17.6% | +21.5% | -3.9% | -3.5% |
| YTD | +17.3% | +65.4% | -48.1% | -19.1% |
| 1Y | +23.5% | +195.0% | -171.5% | -37.7% |
| 3Y | +384.6% | +830.2% | -445.5% | +27.1% |
| 5Y | +875.4% | +397.1% | +478.3% | +227.1% |
| All | +14,546.7% | +1,321.6% | +13,225.0% | +2,526.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling