+22,845.2%
TSLA vs COHR
+1,808.0%
+21,037.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -0.9% |
| 7D | +3.2% | +8.3% | -5.1% | +0.4% |
| 30D | +11.6% | -14.1% | +25.7% | +15.9% |
| 3M | -8.4% | -16.0% | +7.6% | -7.1% |
| 6M | -10.4% | +21.5% | -31.9% | -22.4% |
| YTD | -18.7% | +65.4% | -84.2% | -38.8% |
| 1Y | -0.9% | +195.0% | -195.9% | -41.1% |
| 3Y | +33.6% | +830.2% | -796.6% | -52.2% |
| 5Y | +48.9% | +397.1% | -348.2% | -36.8% |
| 10Y | +2,718.7% | +1,317.7% | +1,401.1% | +647.1% |
| All | +22,845.2% | +1,808.0% | +21,037.2% | +4,510.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling