+3,200.5%
COHR vs SIMO
+3,620.3%
-419.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | +13.0% | +14.5% | -1.5% | +8.6% |
| 30D | -6.7% | +20.4% | -27.1% | -11.6% |
| 3M | -14.7% | +7.1% | -21.9% | -16.2% |
| 6M | +20.3% | +129.2% | -109.0% | -7.0% |
| YTD | +64.4% | +201.9% | -137.5% | +17.2% |
| 1Y | +205.9% | +235.5% | -29.6% | +112.4% |
| 3Y | +814.1% | +463.8% | +350.3% | +461.1% |
| 5Y | +387.4% | +306.7% | +80.7% | +215.5% |
| 10Y | +1,308.9% | +579.5% | +729.5% | +684.2% |
| All | +3,200.5% | +3,620.3% | -419.8% | +874.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling