+1,298.9%
COHR vs SHOP
+3,113.3%
-1,814.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.6% |
| 7D | +8.3% | -11.2% | +19.6% | +12.3% |
| 30D | -14.1% | -14.4% | +0.2% | -10.3% |
| 3M | -16.0% | +16.6% | -32.6% | -22.6% |
| 6M | +21.5% | -0.6% | +22.0% | +15.3% |
| YTD | +65.4% | -20.0% | +85.4% | +66.6% |
| 1Y | +195.0% | -11.2% | +206.2% | +185.9% |
| 3Y | +830.2% | +99.5% | +730.7% | +554.4% |
| 5Y | +397.1% | -13.2% | +410.3% | +307.3% |
| All | +1,298.9% | +3,113.3% | -1,814.5% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling