+830.2%
COHR vs SPMO
+155.8%
+674.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.0% |
| 7D | +8.3% | -0.9% | +9.3% | +10.7% |
| 30D | -14.1% | -1.9% | -12.2% | -9.5% |
| 3M | -16.0% | -1.4% | -14.7% | -9.1% |
| 6M | +21.5% | +25.5% | -4.0% | -19.8% |
| YTD | +65.4% | +24.8% | +40.6% | +11.8% |
| 1Y | +195.0% | +24.5% | +170.5% | +104.0% |
| 3Y | +830.2% | +157.1% | +673.0% | +86.4% |
| All | +830.2% | +155.8% | +674.4% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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