+393.6%
COHR vs SIMO
+315.3%
+78.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.1% | +0.5% |
| 7D | +8.3% | +11.0% | -2.7% | +2.8% |
| 30D | -14.1% | +17.9% | -32.0% | -21.1% |
| 3M | -16.0% | +3.9% | -19.9% | -18.1% |
| 6M | +21.5% | +131.0% | -109.6% | -23.7% |
| YTD | +65.4% | +209.3% | -143.9% | -13.0% |
| 1Y | +195.0% | +223.8% | -28.7% | +51.7% |
| 3Y | +830.2% | +479.2% | +350.9% | +258.0% |
| All | +393.6% | +315.3% | +78.3% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 5y: compounded portfolio wealth divided by compounded SIMO 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…
5y analysis · Full analysis span regression · 6 months rolling