+303.9%
COHR vs S
-56.9%
+360.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.9% |
| 7D | +10.9% | +0.1% | +10.8% | +10.8% |
| 30D | -10.8% | -11.8% | +1.0% | -8.5% |
| 3M | -17.4% | +33.9% | -51.3% | -25.3% |
| 6M | +12.5% | +40.1% | -27.6% | -1.0% |
| YTD | +58.8% | +32.1% | +26.8% | +40.9% |
| 1Y | +183.3% | +11.0% | +172.2% | +163.1% |
| 3Y | +783.0% | +16.9% | +766.1% | +703.5% |
| 5Y | +377.2% | -68.9% | +446.2% | +399.8% |
| All | +303.9% | -56.9% | +360.8% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling