+1,298.9%
COHR vs SPG
+64.5%
+1,234.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -1.2% | +9.5% | +8.8% |
| 30D | -14.1% | -6.1% | -8.0% | -12.2% |
| 3M | -16.0% | -3.6% | -12.4% | -15.5% |
| 6M | +21.5% | +10.4% | +11.0% | +15.8% |
| YTD | +65.4% | +14.4% | +51.1% | +55.2% |
| 1Y | +195.0% | +16.5% | +178.5% | +174.0% |
| 3Y | +830.2% | +106.8% | +723.4% | +617.3% |
| 5Y | +397.1% | +108.9% | +288.2% | +283.8% |
| All | +1,298.9% | +64.5% | +1,234.4% | +1,013.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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