+38.1%
SOXX vs COHR
+25.4%
+12.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.6% | -10.1% | -2.2% |
| 7D | -13.1% | -8.3% | -4.8% | -10.1% |
| 30D | -29.7% | -42.4% | +12.6% | -13.0% |
| 3M | -23.0% | -42.3% | +19.3% | -7.2% |
| 6M | -19.1% | -44.1% | +25.0% | -2.3% |
| YTD | +36.2% | +4.5% | +31.8% | +27.1% |
| 1Y | +38.1% | +21.0% | +17.1% | +20.4% |
| All | +38.1% | +25.4% | +12.7% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling