+51.6%
COHR vs SHEL
+43.6%
+8.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.7% | -6.1% |
| 7D | -18.6% | -3.2% | -15.4% | -18.7% |
| 30D | -41.5% | +5.5% | -47.1% | -41.6% |
| 3M | -39.7% | +14.4% | -54.1% | -40.4% |
| 6M | -40.9% | +16.2% | -57.0% | -40.9% |
| YTD | +5.7% | +42.4% | -36.7% | -7.6% |
| 1Y | +51.6% | +43.3% | +8.3% | +31.8% |
| All | +51.6% | +43.6% | +8.0% | +31.8% |
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