+1,561.5%
QQQ vs COHR
+27,044.0%
-25,482.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.1% |
| 7D | -0.6% | +8.3% | -8.9% | -2.2% |
| 30D | -1.2% | -14.1% | +12.9% | +1.1% |
| 3M | -0.2% | -16.0% | +15.8% | +0.9% |
| 6M | +17.9% | +21.5% | -3.5% | +9.2% |
| YTD | +16.6% | +65.4% | -48.8% | +0.5% |
| 1Y | +23.0% | +195.0% | -172.0% | -6.6% |
| 3Y | +92.9% | +830.2% | -737.2% | +10.4% |
| 5Y | +95.6% | +397.1% | -301.5% | +21.2% |
| 10Y | +570.4% | +1,317.7% | -747.3% | +215.7% |
| All | +1,561.5% | +27,044.0% | -25,482.5% | +439.7% |
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