+393.6%
COHR vs SGI
+47.3%
+346.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.6% |
| 7D | +8.3% | -4.5% | +12.8% | +11.0% |
| 30D | -14.1% | +4.2% | -18.3% | -16.6% |
| 3M | -16.0% | -7.4% | -8.6% | -13.7% |
| 6M | +21.5% | -15.1% | +36.5% | +29.2% |
| YTD | +65.4% | -24.7% | +90.1% | +85.8% |
| 1Y | +195.0% | -21.8% | +216.8% | +224.3% |
| 3Y | +830.2% | +50.0% | +780.1% | +608.4% |
| All | +393.6% | +47.3% | +346.2% | +270.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling