+1,645.9%
PLTR vs COHR
+615.0%
+1,030.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -0.9% |
| 7D | -9.1% | +10.9% | -20.0% | -13.0% |
| 30D | -5.2% | -10.8% | +5.6% | -2.9% |
| 3M | +27.4% | -17.4% | +44.7% | +28.6% |
| 6M | +9.7% | +12.5% | -2.7% | -9.0% |
| YTD | -6.7% | +58.8% | -65.5% | -36.1% |
| 1Y | -0.5% | +183.3% | -183.8% | -50.2% |
| 3Y | +996.2% | +783.0% | +213.2% | +173.4% |
| 5Y | +531.1% | +377.2% | +153.9% | +102.4% |
| All | +1,645.9% | +615.0% | +1,030.8% | +330.0% |
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