+1,676.4%
COHR vs SHAK
+35.4%
+1,641.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.3% |
| 7D | +8.3% | -8.3% | +16.6% | +10.7% |
| 30D | -14.1% | -12.6% | -1.5% | -11.2% |
| 3M | -16.0% | +9.1% | -25.1% | -18.9% |
| 6M | +21.5% | -31.2% | +52.7% | +30.1% |
| YTD | +65.4% | -21.6% | +87.0% | +70.1% |
| 1Y | +195.0% | -38.8% | +233.8% | +222.7% |
| 3Y | +830.2% | +0.6% | +829.5% | +775.0% |
| 5Y | +397.1% | -22.5% | +419.6% | +379.1% |
| 10Y | +1,317.7% | +85.3% | +1,232.4% | +993.4% |
| All | +1,676.4% | +35.4% | +1,641.0% | +1,297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling