+393.6%
COHR vs SHAK
-22.8%
+416.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.1% |
| 7D | +8.3% | -8.3% | +16.6% | +11.2% |
| 30D | -14.1% | -12.6% | -1.5% | -10.5% |
| 3M | -16.0% | +9.1% | -25.1% | -19.7% |
| 6M | +21.5% | -31.2% | +52.7% | +33.0% |
| YTD | +65.4% | -21.6% | +87.0% | +71.0% |
| 1Y | +195.0% | -38.8% | +233.8% | +232.7% |
| 3Y | +830.2% | +0.6% | +829.5% | +736.8% |
| All | +393.6% | -22.8% | +416.4% | +380.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling