+348.7%
COHR vs SMR
-14.3%
+363.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.7% | +19.8% | +7.1% |
| 7D | +8.3% | -11.2% | +19.6% | +10.2% |
| 30D | -14.1% | -10.2% | -3.9% | -13.0% |
| 3M | -16.0% | -10.0% | -6.0% | -14.7% |
| 6M | +21.5% | -30.5% | +51.9% | +27.9% |
| YTD | +65.4% | -39.2% | +104.7% | +76.1% |
| 1Y | +195.0% | -75.5% | +270.5% | +249.1% |
| 3Y | +830.2% | +45.4% | +784.7% | +689.8% |
| All | +348.7% | -14.3% | +363.1% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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