+581,741.6%
NVDA vs COHR
+24,638.8%
+557,102.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.4% |
| 7D | -5.1% | +8.3% | -13.5% | -7.7% |
| 30D | -2.5% | -14.1% | +11.7% | +1.5% |
| 3M | +6.7% | -16.0% | +22.7% | +8.6% |
| 6M | +17.6% | +21.5% | -3.9% | +2.8% |
| YTD | +17.3% | +65.4% | -48.1% | -9.1% |
| 1Y | +23.5% | +195.0% | -171.5% | -22.7% |
| 3Y | +384.6% | +830.2% | -445.5% | +99.6% |
| 5Y | +875.4% | +397.1% | +478.3% | +377.9% |
| 10Y | +14,849.4% | +1,317.7% | +13,531.7% | +4,995.6% |
| All | +581,741.6% | +24,638.8% | +557,102.8% | +122,622.2% |
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