+95.7%
QQQ vs COHR
+391.3%
-295.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | 0.0% |
| 7D | -0.6% | +8.3% | -8.9% | -2.3% |
| 30D | -1.2% | -14.1% | +12.9% | +1.4% |
| 3M | -0.2% | -16.0% | +15.8% | +1.0% |
| 6M | +17.9% | +21.5% | -3.5% | +7.9% |
| YTD | +16.6% | +65.4% | -48.8% | -2.1% |
| 1Y | +23.0% | +195.0% | -172.0% | -11.5% |
| 3Y | +92.9% | +830.2% | -737.2% | -5.0% |
| All | +95.7% | +391.3% | -295.6% | +14.2% |
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 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