+51.6%
COHR vs SM
+70.4%
-18.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -15.3% | +9.3% | -8.1% |
| 7D | -18.6% | -21.5% | +2.9% | -21.4% |
| 30D | -41.5% | -11.4% | -30.1% | -42.1% |
| 3M | -39.7% | +0.6% | -40.4% | -38.5% |
| 6M | -40.9% | +0.2% | -41.1% | -38.6% |
| YTD | +5.7% | +69.7% | -64.0% | +8.3% |
| 1Y | +51.6% | +71.6% | -20.0% | +57.8% |
| All | +51.6% | +70.4% | -18.8% | +57.8% |
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