+393.6%
COHR vs SLV
+166.6%
+227.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +8.3% | -2.8% | +11.2% | +9.5% |
| 30D | -14.1% | -1.6% | -12.5% | -13.6% |
| 3M | -16.0% | -4.4% | -11.6% | -14.7% |
| 6M | +21.5% | -25.4% | +46.9% | +34.5% |
| YTD | +65.4% | -9.8% | +75.2% | +60.6% |
| 1Y | +195.0% | +53.8% | +141.2% | +127.9% |
| 3Y | +830.2% | +174.7% | +655.5% | +479.0% |
| All | +393.6% | +166.6% | +227.0% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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