+194.8%
COHR vs SGI
-17.2%
+211.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.4% |
| 7D | +1.0% | +8.5% | -7.6% | -1.8% |
| 30D | -14.1% | +0.7% | -14.8% | -14.4% |
| 3M | -33.2% | +0.6% | -33.8% | -33.7% |
| 6M | +2.5% | -17.9% | +20.5% | +11.9% |
| YTD | +52.7% | -21.2% | +73.9% | +65.1% |
| 1Y | +194.8% | -18.9% | +213.6% | +186.7% |
| All | +194.8% | -17.2% | +211.9% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling