+51.6%
COHR vs SN
+156.5%
-104.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.1% | -7.1% |
| 7D | -18.6% | +10.6% | -29.2% | -21.2% |
| 30D | -41.5% | +20.0% | -61.5% | -44.9% |
| 3M | -39.7% | +30.4% | -70.1% | -45.1% |
| 6M | -40.9% | +91.0% | -131.8% | -56.0% |
| YTD | +5.7% | +95.9% | -90.2% | -26.8% |
| 1Y | +51.6% | +158.9% | -107.3% | -23.1% |
| All | +51.6% | +156.5% | -104.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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