+393.6%
COHR vs SFM
+213.6%
+179.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.0% |
| 7D | +8.3% | -10.6% | +19.0% | +10.0% |
| 30D | -14.1% | -15.5% | +1.3% | -12.1% |
| 3M | -16.0% | -17.4% | +1.4% | -14.0% |
| 6M | +21.5% | -3.4% | +24.9% | +20.4% |
| YTD | +65.4% | -8.7% | +74.1% | +64.8% |
| 1Y | +195.0% | -47.2% | +242.2% | +230.5% |
| 3Y | +830.2% | +82.7% | +747.4% | +716.8% |
| All | +393.6% | +213.6% | +179.9% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling