+393.6%
COHR vs SITM
+187.3%
+206.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.4% | +1.7% |
| 7D | +8.3% | +3.9% | +4.5% | +6.4% |
| 30D | -14.1% | -6.6% | -7.5% | -11.4% |
| 3M | -16.0% | -11.9% | -4.1% | -11.5% |
| 6M | +21.5% | +81.1% | -59.7% | -8.4% |
| YTD | +65.4% | +80.0% | -14.5% | +24.3% |
| 1Y | +195.0% | +145.8% | +49.2% | +93.9% |
| 3Y | +830.2% | +475.9% | +354.3% | +303.3% |
| All | +393.6% | +187.3% | +206.3% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling