+194.8%
COHR vs SM
+37.6%
+157.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.5% | +9.1% | +6.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -14.1% | +26.3% | -40.4% | -11.4% |
| 3M | -33.2% | +8.7% | -41.9% | -30.7% |
| 6M | +2.5% | +51.7% | -49.1% | +3.3% |
| YTD | +52.7% | +99.0% | -46.3% | +49.3% |
| 1Y | +194.8% | +34.6% | +160.2% | +199.9% |
| All | +194.8% | +37.6% | +157.2% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling