+393.6%
COHR vs SLB
+129.6%
+264.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -2.5% | +10.9% | +9.3% |
| 30D | -14.1% | +7.1% | -21.2% | -16.4% |
| 3M | -16.0% | +0.6% | -16.6% | -17.1% |
| 6M | +21.5% | +17.6% | +3.9% | +13.7% |
| YTD | +65.4% | +48.5% | +17.0% | +41.5% |
| 1Y | +195.0% | +59.4% | +135.6% | +145.2% |
| 3Y | +830.2% | -0.4% | +830.5% | +774.4% |
| All | +393.6% | +129.6% | +264.0% | +261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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