+393.6%
COHR vs SNPS
+18.8%
+374.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | +0.9% | +7.4% | +7.7% |
| 30D | -14.1% | -3.6% | -10.5% | -13.2% |
| 3M | -16.0% | -12.9% | -3.1% | -9.2% |
| 6M | +21.5% | -8.2% | +29.7% | +26.5% |
| YTD | +65.4% | -15.4% | +80.9% | +79.4% |
| 1Y | +195.0% | -9.3% | +204.3% | +204.9% |
| 3Y | +830.2% | -14.0% | +844.1% | +759.4% |
| All | +393.6% | +18.8% | +374.8% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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