+330.8%
COHR vs SMR
+1.6%
+329.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.2% | -2.4% |
| 7D | +10.9% | +4.7% | +6.2% | +9.9% |
| 30D | -10.8% | +3.2% | -14.0% | -11.6% |
| 3M | -17.4% | +9.9% | -27.3% | -18.7% |
| 6M | +12.5% | -15.1% | +27.6% | +14.7% |
| YTD | +58.8% | -27.9% | +86.8% | +64.5% |
| 1Y | +183.3% | -70.2% | +253.5% | +224.9% |
| 3Y | +783.0% | +72.5% | +710.6% | +629.5% |
| All | +330.8% | +1.6% | +329.2% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling