+759.0%
COHR vs SNAP
-76.3%
+835.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.5% |
| 7D | +8.3% | +3.8% | +4.5% | +7.4% |
| 30D | -14.1% | +9.2% | -23.4% | -16.3% |
| 3M | -16.0% | +6.6% | -22.6% | -18.1% |
| 6M | +21.5% | +16.9% | +4.6% | +15.0% |
| YTD | +65.4% | -29.6% | +95.1% | +74.3% |
| 1Y | +195.0% | -22.1% | +217.1% | +204.4% |
| 3Y | +830.2% | -39.8% | +870.0% | +862.2% |
| 5Y | +397.1% | -92.4% | +489.5% | +561.9% |
| All | +759.0% | -76.3% | +835.3% | +678.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling