+21.5%
COHR vs SFM
-3.9%
+25.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.2% |
| 7D | +8.3% | -10.6% | +19.0% | +7.6% |
| 30D | -14.1% | -15.5% | +1.3% | -14.9% |
| 3M | -16.0% | -17.4% | +1.4% | -16.9% |
| 6M | +21.5% | -3.4% | +24.9% | +19.0% |
| All | +21.5% | -3.9% | +25.4% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling