+993.7%
COHR vs SITM
+4,789.7%
-3,796.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.4% | +2.1% |
| 7D | +8.3% | +3.9% | +4.5% | +6.7% |
| 30D | -14.1% | -6.6% | -7.5% | -11.7% |
| 3M | -16.0% | -11.9% | -4.1% | -11.9% |
| 6M | +21.5% | +81.1% | -59.7% | -4.2% |
| YTD | +65.4% | +80.0% | -14.5% | +30.3% |
| 1Y | +195.0% | +145.8% | +49.2% | +107.4% |
| 3Y | +830.2% | +475.9% | +354.3% | +361.8% |
| 5Y | +397.1% | +189.2% | +207.9% | +165.7% |
| All | +993.7% | +4,789.7% | -3,796.0% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling