+1,298.9%
COHR vs SM
+23.0%
+1,275.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | +4.6% | +3.8% | +7.6% |
| 30D | -14.1% | +18.2% | -32.3% | -16.3% |
| 3M | -16.0% | +22.5% | -38.5% | -19.4% |
| 6M | +21.5% | +50.6% | -29.1% | +11.6% |
| YTD | +65.4% | +108.1% | -42.7% | +43.8% |
| 1Y | +195.0% | +46.0% | +149.0% | +170.2% |
| 3Y | +830.2% | +2.9% | +827.3% | +787.6% |
| 5Y | +397.1% | +112.6% | +284.5% | +318.1% |
| All | +1,298.9% | +23.0% | +1,275.9% | +831.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling