+653.1%
COHR vs SPOT
+216.9%
+436.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | +8.3% | -3.1% | +11.4% | +9.4% |
| 30D | -14.1% | +7.4% | -21.5% | -17.0% |
| 3M | -16.0% | +8.2% | -24.2% | -20.4% |
| 6M | +21.5% | +2.2% | +19.3% | +16.1% |
| YTD | +65.4% | -9.5% | +74.9% | +62.2% |
| 1Y | +195.0% | -23.8% | +218.9% | +209.0% |
| 3Y | +830.2% | +233.5% | +596.7% | +428.2% |
| 5Y | +397.1% | +112.2% | +284.9% | +208.9% |
| All | +653.1% | +216.9% | +436.2% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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