+226.8%
SOXX vs COHR
+805.6%
-578.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +0.3% |
| 7D | +1.4% | +8.3% | -7.0% | -1.8% |
| 30D | -3.6% | -14.1% | +10.6% | +1.5% |
| 3M | -10.2% | -16.0% | +5.9% | -6.3% |
| 6M | +54.2% | +21.5% | +32.8% | +38.0% |
| YTD | +75.2% | +65.4% | +9.8% | +37.0% |
| 1Y | +107.5% | +195.0% | -87.5% | +27.3% |
| 3Y | +226.8% | +830.2% | -603.4% | +21.2% |
| All | +226.8% | +805.6% | -578.8% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling