-13.3%
TSLA vs COHR
+54.9%
-68.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.6% | -2.3% |
| 7D | -4.7% | -18.6% | +13.9% | -1.5% |
| 30D | +1.7% | -41.5% | +43.2% | +10.5% |
| 3M | +17.7% | -39.7% | +57.4% | +25.2% |
| 6M | -1.9% | -40.9% | +39.0% | +4.3% |
| YTD | -14.3% | +5.7% | -20.0% | -16.6% |
| 1Y | -13.3% | +51.6% | -64.9% | -23.5% |
| All | -13.3% | +54.9% | -68.2% | -23.5% |
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