+51.6%
COHR vs SNAP
-22.3%
+73.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -7.5% |
| 7D | -18.6% | -0.7% | -17.9% | -18.5% |
| 30D | -41.5% | +5.5% | -47.1% | -42.5% |
| 3M | -39.7% | +2.2% | -42.0% | -40.8% |
| 6M | -40.9% | -4.1% | -36.8% | -40.6% |
| YTD | +5.7% | -26.6% | +32.3% | +31.6% |
| 1Y | +51.6% | -20.7% | +72.3% | +73.6% |
| All | +51.6% | -22.3% | +73.9% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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