+21.5%
COHR vs SMR
-28.5%
+50.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.7% | +19.8% | +11.4% |
| 7D | +8.3% | -11.2% | +19.6% | +12.5% |
| 30D | -14.1% | -10.2% | -3.9% | -12.0% |
| 3M | -16.0% | -10.0% | -6.0% | -14.9% |
| 6M | +21.5% | -30.5% | +51.9% | +43.0% |
| All | +21.5% | -28.5% | +50.0% | +43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling