+830.2%
COHR vs SNAP
-40.1%
+870.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.3% |
| 7D | +8.3% | +3.8% | +4.5% | +7.0% |
| 30D | -14.1% | +9.2% | -23.4% | -17.3% |
| 3M | -16.0% | +6.6% | -22.6% | -19.1% |
| 6M | +21.5% | +16.9% | +4.6% | +11.4% |
| YTD | +65.4% | -29.6% | +95.1% | +79.4% |
| 1Y | +195.0% | -22.1% | +217.1% | +209.7% |
| 3Y | +830.2% | -39.8% | +870.0% | +681.6% |
| All | +830.2% | -40.1% | +870.2% | +681.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling