+62,442.9%
COHR vs SO
+5,951.5%
+56,491.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | +10.9% | -1.1% | +12.0% | +11.2% |
| 30D | -10.8% | -3.7% | -7.0% | -10.0% |
| 3M | -17.4% | -5.9% | -11.5% | -16.4% |
| 6M | +12.5% | -7.3% | +19.8% | +14.0% |
| YTD | +58.8% | +3.1% | +55.7% | +56.4% |
| 1Y | +183.3% | -1.0% | +184.3% | +180.8% |
| 3Y | +783.0% | +43.2% | +739.8% | +670.4% |
| 5Y | +377.2% | +59.1% | +318.1% | +299.0% |
| 10Y | +1,261.0% | +160.2% | +1,100.8% | +870.0% |
| All | +62,442.9% | +5,951.5% | +56,491.4% | +32,030.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling