+162.3%
SOXL vs COHR
+391.3%
-229.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.1% | +0.3% |
| 7D | +3.9% | +8.3% | -4.5% | -5.4% |
| 30D | -14.3% | -14.1% | -0.2% | +1.9% |
| 3M | -45.6% | -16.0% | -29.6% | -28.1% |
| 6M | +117.2% | +21.5% | +95.7% | +96.3% |
| YTD | +189.8% | +65.4% | +124.4% | +75.7% |
| 1Y | +317.7% | +195.0% | +122.7% | +23.1% |
| 3Y | +478.6% | +830.2% | -351.5% | -57.6% |
| All | +162.3% | +391.3% | -229.0% | -40.8% |
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