+393.6%
COHR vs SPGI
-0.2%
+393.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -7.4% | +15.7% | +12.0% |
| 30D | -14.1% | +0.4% | -14.5% | -15.2% |
| 3M | -16.0% | +5.3% | -21.3% | -21.0% |
| 6M | +21.5% | +1.7% | +19.8% | +14.5% |
| YTD | +65.4% | -16.4% | +81.8% | +75.3% |
| 1Y | +195.0% | -20.5% | +215.5% | +222.1% |
| 3Y | +830.2% | +14.2% | +815.9% | +632.9% |
| All | +393.6% | -0.2% | +393.8% | +304.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling