+830.2%
COHR vs SPGI
+13.8%
+816.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +8.3% | -7.4% | +15.7% | +9.2% |
| 30D | -14.1% | +0.4% | -14.5% | -14.6% |
| 3M | -16.0% | +5.3% | -21.3% | -18.5% |
| 6M | +21.5% | +1.7% | +19.8% | +18.2% |
| YTD | +65.4% | -16.4% | +81.8% | +76.7% |
| 1Y | +195.0% | -20.5% | +215.5% | +228.3% |
| 3Y | +830.2% | +14.2% | +815.9% | +601.1% |
| All | +830.2% | +13.8% | +816.3% | +601.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 3y: compounded portfolio wealth divided by compounded SPGI 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…
3y analysis · Full analysis span regression · 6 months rolling