+320.7%
COHR vs S
-57.1%
+377.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +8.3% | -0.7% | +9.0% | +8.5% |
| 30D | -14.1% | -11.4% | -2.7% | -12.0% |
| 3M | -16.0% | +33.8% | -49.8% | -24.0% |
| 6M | +21.5% | +39.5% | -18.0% | +7.0% |
| YTD | +65.4% | +31.7% | +33.8% | +46.8% |
| 1Y | +195.0% | +7.0% | +188.0% | +177.2% |
| 3Y | +830.2% | +11.8% | +818.4% | +755.7% |
| 5Y | +397.1% | -69.0% | +466.1% | +421.0% |
| All | +320.7% | -57.1% | +377.7% | +336.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling