+195.0%
COHR vs SO
-1.6%
+196.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +3.7% |
| 7D | +8.3% | -1.1% | +9.4% | +7.4% |
| 30D | -14.1% | -5.0% | -9.1% | -17.4% |
| 3M | -16.0% | -5.8% | -10.2% | -19.7% |
| 6M | +21.5% | -7.9% | +29.4% | +13.8% |
| YTD | +65.4% | +2.4% | +63.0% | +75.7% |
| 1Y | +195.0% | -2.3% | +197.3% | +176.5% |
| All | +195.0% | -1.6% | +196.7% | +176.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling