+830.2%
COHR vs SCCO
+177.0%
+653.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.4% |
| 7D | +8.3% | -2.7% | +11.0% | +10.3% |
| 30D | -14.1% | -0.7% | -13.4% | -14.0% |
| 3M | -16.0% | +8.1% | -24.1% | -20.2% |
| 6M | +21.5% | +4.1% | +17.4% | +17.6% |
| YTD | +65.4% | +41.1% | +24.3% | +29.7% |
| 1Y | +195.0% | +95.6% | +99.5% | +88.1% |
| 3Y | +830.2% | +179.3% | +650.9% | +373.9% |
| All | +830.2% | +177.0% | +653.1% | +373.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling