+1,298.9%
COHR vs SO
+159.0%
+1,139.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +8.3% | -1.1% | +9.4% | +8.5% |
| 30D | -14.1% | -5.0% | -9.1% | -13.4% |
| 3M | -16.0% | -5.8% | -10.2% | -15.4% |
| 6M | +21.5% | -7.9% | +29.4% | +22.7% |
| YTD | +65.4% | +2.4% | +63.0% | +63.4% |
| 1Y | +195.0% | -2.3% | +197.3% | +193.2% |
| 3Y | +830.2% | +41.9% | +788.3% | +705.4% |
| 5Y | +397.1% | +58.1% | +339.0% | +307.5% |
| All | +1,298.9% | +159.0% | +1,139.9% | +1,036.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling