+1,452.8%
COHR vs SHOP
+7,347.1%
-5,894.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.4% |
| 7D | +10.9% | -13.2% | +24.1% | +15.1% |
| 30D | -10.8% | -17.0% | +6.3% | -6.5% |
| 3M | -17.4% | +17.0% | -34.4% | -23.1% |
| 6M | +12.5% | -2.1% | +14.6% | +8.2% |
| YTD | +58.8% | -21.4% | +80.2% | +60.7% |
| 1Y | +183.3% | -11.0% | +194.3% | +175.9% |
| 3Y | +783.0% | +100.9% | +682.1% | +559.3% |
| 5Y | +377.2% | -14.7% | +391.9% | +298.8% |
| 10Y | +1,261.0% | +2,984.8% | -1,723.7% | +442.7% |
| All | +1,452.8% | +7,347.1% | -5,894.3% | +497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling