+830.2%
COHR vs SNOW
+97.9%
+732.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -2.4% | +10.8% | +9.0% |
| 30D | -14.1% | -1.0% | -13.2% | -14.4% |
| 3M | -16.0% | +36.9% | -52.9% | -22.9% |
| 6M | +21.5% | +83.4% | -61.9% | -1.0% |
| YTD | +65.4% | +50.0% | +15.5% | +44.7% |
| 1Y | +195.0% | +46.5% | +148.5% | +159.6% |
| 3Y | +830.2% | +93.3% | +736.8% | +558.4% |
| All | +830.2% | +97.9% | +732.3% | +558.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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