+328.9%
ORCL vs COHR
+1,321.6%
-992.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -2.6% |
| 7D | -5.4% | +8.3% | -13.7% | -7.0% |
| 30D | -2.0% | -14.1% | +12.2% | +0.7% |
| 3M | -18.1% | -16.0% | -2.1% | -16.9% |
| 6M | -7.2% | +21.5% | -28.7% | -14.4% |
| YTD | -22.2% | +65.4% | -87.6% | -33.9% |
| 1Y | -50.6% | +195.0% | -245.6% | -63.4% |
| 3Y | +22.9% | +830.2% | -807.3% | -29.7% |
| 5Y | +79.3% | +397.1% | -317.8% | +10.0% |
| All | +328.9% | +1,321.6% | -992.7% | +90.4% |
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