+21.5%
COHR vs SITM
+79.8%
-58.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.4% | +1.1% |
| 7D | +8.3% | +3.9% | +4.5% | +5.9% |
| 30D | -14.1% | -6.6% | -7.5% | -10.7% |
| 3M | -16.0% | -11.9% | -4.1% | -10.9% |
| 6M | +21.5% | +81.1% | -59.7% | -22.5% |
| All | +21.5% | +79.8% | -58.4% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling