+11.6%
PLTR vs COHR
+211.4%
-199.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.6% | -11.1% | -5.4% |
| 7D | -6.4% | +1.0% | -7.4% | -6.6% |
| 30D | +10.0% | -14.1% | +24.2% | +11.4% |
| 3M | +23.0% | -33.2% | +56.2% | +26.5% |
| 6M | +13.8% | +2.5% | +11.3% | +5.6% |
| YTD | -1.9% | +52.7% | -54.6% | -18.6% |
| 1Y | +11.6% | +194.8% | -183.1% | -16.1% |
| All | +11.6% | +211.4% | -199.8% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling