+393.6%
COHR vs SPG
+106.0%
+287.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -1.2% | +9.5% | +9.3% |
| 30D | -14.1% | -6.1% | -8.0% | -10.1% |
| 3M | -16.0% | -3.6% | -12.4% | -15.2% |
| 6M | +21.5% | +10.4% | +11.0% | +8.9% |
| YTD | +65.4% | +14.4% | +51.1% | +43.1% |
| 1Y | +195.0% | +16.5% | +178.5% | +149.3% |
| 3Y | +830.2% | +106.8% | +723.4% | +396.0% |
| All | +393.6% | +106.0% | +287.5% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling