+390.2%
COHR vs SOUN
-28.2%
+418.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +8.3% | -7.1% | +15.5% | +9.0% |
| 30D | -14.1% | -15.4% | +1.3% | -13.0% |
| 3M | -16.0% | -10.6% | -5.4% | -15.1% |
| 6M | +21.5% | -19.6% | +41.1% | +23.1% |
| YTD | +65.4% | -37.2% | +102.7% | +70.4% |
| 1Y | +195.0% | -57.1% | +252.1% | +210.8% |
| 3Y | +830.2% | +178.2% | +651.9% | +780.7% |
| All | +390.2% | -28.2% | +418.4% | +363.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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