+82.4%
ORCL vs COHR
+366.8%
-284.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.6% |
| 7D | -0.7% | +10.9% | -11.6% | -3.1% |
| 30D | +5.1% | -10.8% | +15.9% | +7.3% |
| 3M | -23.7% | -17.4% | -6.4% | -22.3% |
| 6M | +3.1% | +12.5% | -9.4% | -4.5% |
| YTD | -20.8% | +58.8% | -79.6% | -34.0% |
| 1Y | -52.9% | +183.3% | -236.2% | -66.6% |
| 3Y | +25.4% | +783.0% | -757.6% | -33.1% |
| 5Y | +82.4% | +377.2% | -294.8% | +11.9% |
| All | +82.4% | +366.8% | -284.4% | +11.9% |
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