+393.6%
COHR vs SNAP
-92.5%
+486.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.5% |
| 7D | +8.3% | +3.8% | +4.5% | +7.3% |
| 30D | -14.1% | +9.2% | -23.4% | -16.5% |
| 3M | -16.0% | +6.6% | -22.6% | -18.3% |
| 6M | +21.5% | +16.9% | +4.6% | +14.2% |
| YTD | +65.4% | -29.6% | +95.1% | +75.2% |
| 1Y | +195.0% | -22.1% | +217.1% | +205.4% |
| 3Y | +830.2% | -39.8% | +870.0% | +862.9% |
| All | +393.6% | -92.5% | +486.1% | +544.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling