+889.8%
NVDA vs COHR
+391.3%
+498.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.8% |
| 7D | -5.1% | +8.3% | -13.5% | -8.5% |
| 30D | -2.5% | -14.1% | +11.7% | +2.6% |
| 3M | +6.7% | -16.0% | +22.7% | +8.7% |
| 6M | +17.6% | +21.5% | -3.9% | -3.9% |
| YTD | +17.3% | +65.4% | -48.1% | -20.1% |
| 1Y | +23.5% | +195.0% | -171.5% | -39.7% |
| 3Y | +384.6% | +830.2% | -445.5% | +12.2% |
| All | +889.8% | +391.3% | +498.4% | +242.7% |
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