+830.2%
COHR vs SN
+344.9%
+485.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.8% |
| 7D | +8.3% | -7.3% | +15.6% | +12.8% |
| 30D | -14.1% | -13.6% | -0.5% | -7.5% |
| 3M | -16.0% | +18.6% | -34.6% | -25.0% |
| 6M | +21.5% | +46.0% | -24.5% | -5.8% |
| YTD | +65.4% | +43.7% | +21.7% | +28.5% |
| 1Y | +195.0% | +39.2% | +155.8% | +131.8% |
| 3Y | +830.2% | +306.5% | +523.7% | +398.6% |
| All | +830.2% | +344.9% | +485.2% | +398.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling