+194.8%
COHR vs SITM
+174.8%
+20.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.5% | +0.1% | +2.9% |
| 7D | +1.0% | +9.7% | -8.8% | -4.2% |
| 30D | -14.1% | +12.7% | -26.8% | -20.2% |
| 3M | -33.2% | -13.4% | -19.8% | -28.0% |
| 6M | +2.5% | +59.6% | -57.1% | -24.7% |
| YTD | +52.7% | +73.3% | -20.6% | +6.4% |
| 1Y | +194.8% | +165.5% | +29.2% | +84.1% |
| All | +194.8% | +174.8% | +20.0% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling