+830.2%
COHR vs SNY
-9.6%
+839.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.2% |
| 7D | +8.3% | -3.3% | +11.7% | +8.1% |
| 30D | -14.1% | -2.2% | -12.0% | -14.3% |
| 3M | -16.0% | -3.0% | -13.0% | -16.0% |
| 6M | +21.5% | +2.7% | +18.7% | +21.2% |
| YTD | +65.4% | -6.8% | +72.3% | +65.3% |
| 1Y | +195.0% | -5.3% | +200.3% | +194.4% |
| 3Y | +830.2% | -9.8% | +839.9% | +842.9% |
| All | +830.2% | -9.6% | +839.8% | +842.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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