+17.6%
NVDA vs COHR
+21.4%
-3.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.8% |
| 7D | -5.1% | +8.3% | -13.5% | -6.6% |
| 30D | -2.5% | -14.1% | +11.7% | -0.1% |
| 3M | +6.7% | -16.0% | +22.7% | +8.0% |
| 6M | +17.6% | +21.5% | -3.9% | +8.3% |
| All | +17.6% | +21.4% | -3.8% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling