+2,719.7%
COHR vs SLV
+350.5%
+2,369.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.9% |
| 7D | +8.3% | -2.8% | +11.2% | +9.1% |
| 30D | -14.1% | -1.6% | -12.5% | -13.8% |
| 3M | -16.0% | -4.4% | -11.6% | -15.1% |
| 6M | +21.5% | -25.4% | +46.9% | +30.4% |
| YTD | +65.4% | -9.8% | +75.2% | +65.9% |
| 1Y | +195.0% | +53.8% | +141.2% | +161.3% |
| 3Y | +830.2% | +174.7% | +655.5% | +626.1% |
| 5Y | +397.1% | +164.3% | +232.8% | +287.6% |
| 10Y | +1,317.7% | +220.9% | +1,096.8% | +940.1% |
| All | +2,719.7% | +350.5% | +2,369.1% | +1,611.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling