+830.2%
COHR vs SHAK
-2.6%
+832.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.3% |
| 7D | +8.3% | -8.3% | +16.6% | +10.9% |
| 30D | -14.1% | -12.6% | -1.5% | -10.9% |
| 3M | -16.0% | +9.1% | -25.1% | -19.3% |
| 6M | +21.5% | -31.2% | +52.7% | +33.5% |
| YTD | +65.4% | -21.6% | +87.0% | +71.4% |
| 1Y | +195.0% | -38.8% | +233.8% | +235.1% |
| 3Y | +830.2% | +0.6% | +829.5% | +787.1% |
| All | +830.2% | -2.6% | +832.8% | +787.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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