+830.2%
COHR vs SHEL
+70.5%
+759.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.8% |
| 7D | +8.3% | +4.1% | +4.2% | +6.4% |
| 30D | -14.1% | +8.4% | -22.5% | -17.2% |
| 3M | -16.0% | +13.7% | -29.7% | -21.4% |
| 6M | +21.5% | +12.7% | +8.8% | +13.6% |
| YTD | +65.4% | +35.3% | +30.1% | +38.0% |
| 1Y | +195.0% | +39.4% | +155.7% | +141.6% |
| 3Y | +830.2% | +71.5% | +758.7% | +577.4% |
| All | +830.2% | +70.5% | +759.7% | +577.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling