-45.6%
SOXL vs COHR
-13.9%
-31.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.1% | -0.3% |
| 7D | +3.9% | +8.3% | -4.5% | -6.6% |
| 30D | -14.3% | -14.1% | -0.2% | +3.8% |
| 3M | -45.6% | -16.0% | -29.6% | -22.4% |
| All | -45.6% | -13.9% | -31.7% | -22.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling