+51.6%
COHR vs S
+36.5%
+15.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -5.9% |
| 7D | -18.6% | -8.2% | -10.4% | -18.9% |
| 30D | -41.5% | -7.6% | -33.9% | -42.0% |
| 3M | -39.7% | +12.0% | -51.7% | -37.8% |
| 6M | -40.9% | +50.6% | -91.4% | -36.8% |
| YTD | +5.7% | +56.6% | -50.9% | +16.1% |
| 1Y | +51.6% | +39.2% | +12.3% | +66.4% |
| All | +51.6% | +36.5% | +15.1% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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