+194.8%
COHR vs SHEL
+32.9%
+161.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.5% |
| 7D | +1.0% | +2.2% | -1.3% | +0.6% |
| 30D | -14.1% | +6.8% | -21.0% | -15.4% |
| 3M | -33.2% | +8.1% | -41.3% | -33.6% |
| 6M | +2.5% | +14.4% | -11.9% | -3.2% |
| YTD | +52.7% | +30.0% | +22.7% | +32.8% |
| 1Y | +194.8% | +33.3% | +161.4% | +155.0% |
| All | +194.8% | +32.9% | +161.9% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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